+352.1%
IDXX vs FHN
+128.3%
+223.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -5.7% | -1.2% | -4.5% | -5.5% |
| 30D | -11.5% | -4.8% | -6.8% | -10.9% |
| 3M | -9.5% | -0.7% | -8.8% | -9.5% |
| 6M | -16.0% | +10.6% | -26.6% | -17.3% |
| YTD | -25.4% | +4.6% | -30.0% | -26.1% |
| 1Y | -21.8% | +11.4% | -33.1% | -23.3% |
| 3Y | +7.0% | +132.3% | -125.2% | -6.5% |
| 5Y | -26.0% | +90.2% | -116.1% | -35.0% |
| All | +352.1% | +128.3% | +223.8% | +266.3% |
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