+7,433.0%
FIX vs FHN
+121.3%
+7,311.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.6% | -9.0% | -10.7% |
| 7D | -27.2% | -2.3% | -25.0% | -26.7% |
| 30D | -46.9% | -0.9% | -46.0% | -46.8% |
| 3M | -44.4% | -11.0% | -33.4% | -42.3% |
| 6M | -50.9% | -5.4% | -45.5% | -50.2% |
| YTD | +3.5% | -1.2% | +4.7% | +3.7% |
| 1Y | -2.1% | +10.5% | -12.6% | -5.4% |
| 3Y | +418.7% | +115.1% | +303.6% | +303.7% |
| 5Y | +894.6% | +58.1% | +836.5% | +698.9% |
| 10Y | +3,465.5% | +114.9% | +3,350.6% | +2,389.5% |
| All | +7,433.0% | +121.3% | +7,311.7% | +4,157.0% |
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