+286.5%
C vs FHN
+126.5%
+160.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +3.2% | +2.7% | +0.5% | +1.6% |
| 30D | +1.3% | -3.1% | +4.4% | +3.1% |
| 3M | +3.1% | +2.3% | +0.8% | +1.6% |
| 6M | +29.6% | +9.7% | +19.9% | +22.7% |
| YTD | +19.0% | +4.7% | +14.2% | +15.8% |
| 1Y | +45.6% | +13.8% | +31.9% | +34.5% |
| 3Y | +269.3% | +131.6% | +137.7% | +123.8% |
| 5Y | +131.6% | +91.1% | +40.4% | +31.3% |
| 10Y | +286.5% | +126.6% | +159.9% | +75.6% |
| All | +286.5% | +126.5% | +160.0% | +75.6% |
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