+7,843.3%
FIX vs FHN
+120.5%
+7,722.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.8% | +5.6% |
| 7D | -17.5% | -1.0% | -16.5% | -17.2% |
| 30D | -41.6% | +0.2% | -41.8% | -41.7% |
| 3M | -40.6% | -9.0% | -31.6% | -38.8% |
| 6M | -49.4% | -6.8% | -42.5% | -48.4% |
| YTD | +9.2% | -1.5% | +10.7% | +9.5% |
| 1Y | +6.5% | +10.9% | -4.5% | +2.7% |
| 3Y | +448.7% | +119.4% | +329.4% | +324.4% |
| 5Y | +948.7% | +57.5% | +891.2% | +743.3% |
| 10Y | +3,659.7% | +114.1% | +3,545.6% | +2,528.0% |
| All | +7,843.3% | +120.5% | +7,722.8% | +4,393.7% |
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