+90.8%
FOXA vs FHN
+122.0%
-31.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -4.0% | +1.2% | -5.1% | -4.3% |
| 30D | +12.0% | -4.7% | +16.7% | +13.7% |
| 3M | +0.3% | +3.5% | -3.3% | -0.9% |
| 6M | +12.5% | +7.8% | +4.7% | +9.4% |
| YTD | -9.6% | +5.9% | -15.5% | -11.7% |
| 1Y | +8.6% | +12.5% | -3.9% | +3.6% |
| 3Y | +118.5% | +117.2% | +1.3% | +64.8% |
| 5Y | +88.8% | +86.5% | +2.2% | +37.9% |
| All | +90.8% | +122.0% | -31.2% | +18.1% |
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