+402.2%
CAH vs FHN
+90.1%
+312.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.2% | 0.0% | -2.3% | -2.2% |
| 30D | +1.2% | -2.6% | +3.8% | +1.5% |
| 3M | +13.1% | 0.0% | +13.1% | +13.1% |
| 6M | +8.5% | +9.2% | -0.8% | +7.4% |
| YTD | +17.6% | +4.3% | +13.3% | +17.0% |
| 1Y | +60.7% | +10.8% | +49.9% | +58.5% |
| 3Y | +183.2% | +130.7% | +52.4% | +156.5% |
| 5Y | +402.2% | +87.4% | +314.8% | +332.9% |
| All | +402.2% | +90.1% | +312.1% | +332.9% |
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 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