+178.7%
CAPR vs FHN
+61.2%
+117.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.4% | -7.1% |
| 7D | +5.9% | +2.1% | +3.8% | +5.3% |
| 30D | +44.6% | +3.8% | +40.8% | +43.4% |
| 3M | +126.4% | -8.9% | +135.3% | +131.7% |
| 6M | -68.6% | +1.8% | -70.4% | -68.7% |
| YTD | -67.0% | +0.6% | -67.6% | -67.1% |
| 1Y | +65.2% | +12.9% | +52.2% | +61.4% |
| 3Y | +235.6% | +126.4% | +109.2% | +208.9% |
| All | +178.7% | +61.2% | +117.5% | +159.5% |
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