+260.6%
CAPR vs FHN
+130.0%
+130.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.4% |
| 7D | +19.1% | +1.3% | +17.8% | +18.3% |
| 30D | +48.8% | +2.8% | +46.0% | +46.8% |
| 3M | +144.4% | -8.9% | +153.3% | +157.4% |
| 6M | -67.5% | -0.7% | -66.8% | -67.5% |
| YTD | -64.5% | +0.1% | -64.6% | -64.8% |
| 1Y | +74.4% | +10.4% | +64.0% | +65.7% |
| All | +260.6% | +130.0% | +130.5% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling