-16.4%
IDXX vs FHN
+13.2%
-29.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | -3.5% | +1.2% | -4.7% | -3.9% |
| 30D | -8.4% | -4.7% | -3.7% | -7.3% |
| 3M | -5.2% | +3.5% | -8.7% | -6.5% |
| 6M | -17.5% | +7.8% | -25.3% | -19.6% |
| YTD | -20.9% | +5.9% | -26.7% | -22.8% |
| 1Y | -16.4% | +12.5% | -28.9% | -21.0% |
| All | -16.4% | +13.2% | -29.6% | -21.0% |
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