+1,163.5%
C vs FHN
+1,824.4%
-660.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.6% | +1.2% | +2.5% | +2.8% |
| 30D | +0.1% | -4.7% | +4.8% | +3.2% |
| 3M | +2.4% | +3.5% | -1.1% | -0.1% |
| 6M | +24.9% | +7.8% | +17.1% | +18.8% |
| YTD | +19.8% | +5.9% | +13.9% | +15.4% |
| 1Y | +44.9% | +12.5% | +32.4% | +33.3% |
| 3Y | +263.0% | +117.2% | +145.8% | +112.7% |
| 5Y | +129.5% | +86.5% | +43.0% | +25.2% |
| 10Y | +291.6% | +125.7% | +165.9% | +75.8% |
| All | +1,163.5% | +1,824.4% | -660.9% | +138.9% |
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