+19.2%
FXI vs FHN
+80.9%
-61.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -4.2% | +1.3% | -5.4% | -4.4% |
| 30D | -2.0% | +2.8% | -4.8% | -2.5% |
| 3M | -5.0% | -8.9% | +4.0% | -3.7% |
| 6M | -9.6% | -0.7% | -8.9% | -9.7% |
| YTD | -11.9% | +0.1% | -12.0% | -12.2% |
| 1Y | -16.7% | +10.4% | -27.1% | -18.3% |
| 3Y | +40.6% | +128.8% | -88.2% | +20.7% |
| 5Y | -9.1% | +61.5% | -70.5% | -20.9% |
| All | +19.2% | +80.9% | -61.8% | -4.5% |
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