+92.6%
CAPR vs FHN
+86.2%
+6.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.0% | +1.2% | -3.2% | -2.3% |
| 30D | +139.2% | -4.7% | +143.9% | +141.8% |
| 3M | -66.4% | +3.5% | -69.9% | -66.7% |
| 6M | -63.1% | +7.8% | -71.0% | -63.9% |
| YTD | -67.4% | +5.9% | -73.3% | -67.9% |
| 1Y | +58.2% | +12.5% | +45.8% | +53.7% |
| 3Y | +42.2% | +117.2% | -75.0% | +30.1% |
| All | +92.6% | +86.2% | +6.4% | +81.3% |
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