+448.7%
FIX vs FHN
+114.0%
+334.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.8% | +5.6% |
| 7D | -17.5% | -1.0% | -16.5% | -17.1% |
| 30D | -41.6% | +0.2% | -41.8% | -41.8% |
| 3M | -40.6% | -9.0% | -31.6% | -37.4% |
| 6M | -49.4% | -6.8% | -42.5% | -47.6% |
| YTD | +9.2% | -1.5% | +10.7% | +9.2% |
| 1Y | +6.5% | +10.9% | -4.5% | -0.7% |
| 3Y | +448.7% | +119.4% | +329.4% | +269.2% |
| All | +448.7% | +114.0% | +334.7% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling