+8.9%
FOXA vs FHN
+14.6%
-5.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.3% |
| 7D | +9.9% | +2.3% | +7.6% | +9.1% |
| 30D | +10.0% | +1.6% | +8.4% | +9.4% |
| 3M | +18.4% | -8.4% | +26.8% | +20.7% |
| 6M | +12.2% | -2.3% | +14.5% | +12.6% |
| YTD | -3.8% | +1.5% | -5.3% | -3.7% |
| 1Y | +8.9% | +15.0% | -6.1% | +5.7% |
| All | +8.9% | +14.6% | -5.6% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling