-12.0%
FXI vs FHN
+13.3%
-25.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -5.3% | -2.6% | -2.7% | -5.2% |
| 3M | +0.3% | 0.0% | +0.3% | 0.0% |
| 6M | -4.6% | +9.2% | -13.8% | -6.1% |
| YTD | -9.1% | +4.3% | -13.4% | -10.2% |
| 1Y | -12.0% | +10.8% | -22.7% | -12.2% |
| All | -12.0% | +13.3% | -25.3% | -12.2% |
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 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