+77.2%
CAPR vs FHN
+11.9%
+65.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.3% | +5.6% |
| 7D | +36.0% | -0.5% | +36.5% | +37.2% |
| 30D | +25.8% | +1.9% | +23.8% | +22.2% |
| 3M | +140.8% | -6.9% | +147.8% | +172.5% |
| 6M | -67.6% | -3.1% | -64.5% | -67.2% |
| YTD | -65.9% | +0.6% | -66.5% | -76.7% |
| All | +77.2% | +11.9% | +65.3% | -69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling