+208.6%
FXI vs FHN
+5.2%
+203.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +3.7% | +0.9% | +2.8% | +3.4% |
| 30D | +0.5% | +2.1% | -1.6% | -0.2% |
| 3M | -5.7% | -6.0% | +0.3% | -4.2% |
| 6M | -6.9% | -2.9% | -4.0% | -6.5% |
| YTD | -9.5% | +0.7% | -10.2% | -10.3% |
| 1Y | -14.0% | +11.0% | -25.0% | -17.3% |
| 3Y | +44.5% | +130.3% | -85.7% | +8.0% |
| 5Y | -2.8% | +61.3% | -64.1% | -25.2% |
| 10Y | +20.3% | +89.6% | -69.3% | -22.3% |
| All | +208.6% | +5.2% | +203.4% | +115.1% |
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