+14.2%
FXI vs FHN
+129.4%
-115.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -3.7% | -2.6% | -1.0% | -3.3% |
| 3M | -0.4% | +0.8% | -1.3% | -0.7% |
| 6M | -5.4% | +9.2% | -14.6% | -6.9% |
| YTD | -9.6% | +5.1% | -14.7% | -10.6% |
| 1Y | -11.9% | +12.2% | -24.1% | -13.9% |
| 3Y | +37.8% | +132.4% | -94.6% | +18.1% |
| 5Y | -7.0% | +91.1% | -98.1% | -21.7% |
| All | +14.2% | +129.4% | -115.2% | -11.2% |
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