+15,232.8%
CAH vs FHN
+1,824.4%
+13,408.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.4% | +1.2% | +4.2% | +5.1% |
| 30D | +3.3% | -4.7% | +8.0% | +4.3% |
| 3M | +22.8% | +3.5% | +19.2% | +21.9% |
| 6M | +11.3% | +7.8% | +3.4% | +9.4% |
| YTD | +21.1% | +5.9% | +15.3% | +19.4% |
| 1Y | +67.2% | +12.5% | +54.8% | +62.3% |
| 3Y | +195.6% | +117.2% | +78.4% | +144.6% |
| 5Y | +413.8% | +86.5% | +327.3% | +320.3% |
| 10Y | +309.6% | +125.7% | +183.8% | +204.4% |
| All | +15,232.8% | +1,824.4% | +13,408.4% | +5,015.4% |
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