+90.1%
FOXA vs FHN
+120.4%
-30.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +1.8% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | +5.4% | -2.6% | +8.0% | +6.3% |
| 3M | -3.7% | +0.8% | -4.6% | -4.0% |
| 6M | +12.6% | +9.2% | +3.3% | +9.1% |
| YTD | -10.0% | +5.1% | -15.1% | -11.8% |
| 1Y | +15.0% | +12.2% | +2.8% | +10.0% |
| 3Y | +115.1% | +132.4% | -17.3% | +58.7% |
| 5Y | +93.0% | +91.1% | +1.9% | +39.5% |
| All | +90.1% | +120.4% | -30.3% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling