+998.2%
C vs FHN
+1,690.1%
-691.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | -2.4% | -1.0% | -1.4% | -1.7% |
| 30D | -6.0% | +0.2% | -6.2% | -6.1% |
| 3M | -10.5% | -9.0% | -1.6% | -4.9% |
| 6M | -5.7% | -6.8% | +1.1% | -1.6% |
| YTD | +4.1% | -1.5% | +5.6% | +5.1% |
| 1Y | +20.5% | +10.9% | +9.5% | +12.6% |
| 3Y | +208.1% | +119.4% | +88.8% | +80.4% |
| 5Y | +110.4% | +57.5% | +52.9% | +28.7% |
| 10Y | +234.6% | +114.1% | +120.5% | +55.5% |
| All | +998.2% | +1,690.1% | -691.9% | +117.6% |
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 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