+12,471.5%
FIX vs FHN
+137.1%
+12,334.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | -15.9% | +3.5% | -19.4% | -16.9% |
| 6M | +12.7% | +7.8% | +4.9% | +10.1% |
| YTD | +72.8% | +5.9% | +66.9% | +69.5% |
| 1Y | +122.9% | +12.5% | +110.4% | +113.7% |
| 3Y | +774.3% | +117.2% | +657.1% | +576.5% |
| 5Y | +2,049.5% | +86.5% | +1,962.9% | +1,538.8% |
| 10Y | +5,821.5% | +125.7% | +5,695.7% | +3,967.5% |
| All | +12,471.5% | +137.1% | +12,334.4% | +6,857.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling