+2,105.4%
FIX vs FHN
+86.2%
+2,019.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | +1.2% | +4.9% | +5.6% |
| 30D | -7.2% | -4.7% | -2.5% | -5.7% |
| 3M | -15.9% | +3.5% | -19.4% | -17.0% |
| 6M | +12.7% | +7.8% | +4.9% | +9.9% |
| YTD | +72.8% | +5.9% | +66.9% | +69.3% |
| 1Y | +122.9% | +12.5% | +110.4% | +113.3% |
| 3Y | +774.3% | +117.2% | +657.1% | +613.8% |
| All | +2,105.4% | +86.2% | +2,019.2% | +1,568.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling