+1,027.9%
C vs FHN
+1,730.5%
-702.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.4% | +0.9% | -1.3% | -0.9% |
| 30D | -5.2% | +2.1% | -7.2% | -6.3% |
| 3M | -9.1% | -6.0% | -3.1% | -5.4% |
| 6M | -1.6% | -2.9% | +1.4% | +0.1% |
| YTD | +6.9% | +0.7% | +6.2% | +6.4% |
| 1Y | +23.0% | +11.0% | +12.0% | +14.9% |
| 3Y | +216.1% | +130.3% | +85.9% | +79.5% |
| 5Y | +112.2% | +61.3% | +51.0% | +27.9% |
| 10Y | +208.8% | +89.6% | +119.2% | +55.9% |
| All | +1,027.9% | +1,730.5% | -702.6% | +120.4% |
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