+411.5%
CAH vs FHN
+81.8%
+329.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +3.5% | +2.1% | +1.3% | +3.0% |
| 30D | +13.5% | +3.8% | +9.7% | +12.5% |
| 3M | +21.8% | -8.9% | +30.8% | +24.3% |
| 6M | +51.5% | +1.8% | +49.7% | +50.8% |
| YTD | +38.1% | +0.6% | +37.5% | +37.4% |
| 1Y | +37.7% | +12.9% | +24.8% | +33.4% |
| 3Y | +179.6% | +126.4% | +53.2% | +123.2% |
| 5Y | +504.9% | +62.3% | +442.7% | +394.7% |
| All | +411.5% | +81.8% | +329.7% | +280.5% |
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