+498.6%
CAH vs FHN
+60.0%
+438.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | +3.9% | +1.3% | +2.6% | +3.7% |
| 30D | +16.0% | +2.8% | +13.2% | +15.7% |
| 3M | +19.1% | -8.9% | +28.0% | +20.1% |
| 6M | +53.0% | -0.7% | +53.7% | +53.1% |
| YTD | +36.6% | +0.1% | +36.6% | +36.5% |
| 1Y | +37.4% | +10.4% | +27.0% | +35.9% |
| 3Y | +178.8% | +128.8% | +50.0% | +155.2% |
| 5Y | +498.6% | +61.5% | +437.1% | +453.3% |
| All | +498.6% | +60.0% | +438.6% | +453.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling