+53,289.7%
IDXX vs FHN
+1,328.3%
+51,961.4%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -5.7% | -1.9% | -3.8% | -5.4% |
| 30D | -11.5% | -5.4% | -6.1% | -10.6% |
| 3M | -9.5% | -1.4% | -8.1% | -9.4% |
| 6M | -16.0% | +9.9% | -25.8% | -17.5% |
| YTD | -25.4% | +3.9% | -29.3% | -26.1% |
| 1Y | -21.8% | +10.6% | -32.4% | -23.6% |
| 3Y | +7.0% | +130.7% | -123.6% | -10.2% |
| 5Y | -26.0% | +88.8% | -114.8% | -37.9% |
| 10Y | +358.9% | +125.8% | +233.1% | +243.7% |
| All | +53,289.7% | +1,328.3% | +51,961.4% | +31,641.8% |
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