+144.6%
CAPR vs FHN
+56.9%
+87.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.7% |
| 7D | +41.1% | -1.0% | +42.1% | +41.5% |
| 30D | +11.1% | +0.2% | +10.9% | +11.2% |
| 3M | +115.3% | -9.0% | +124.3% | +120.5% |
| 6M | -73.8% | -6.8% | -67.0% | -73.4% |
| YTD | -68.8% | -1.5% | -67.3% | -68.7% |
| 1Y | +43.3% | +10.9% | +32.4% | +40.7% |
| 3Y | +214.7% | +119.4% | +95.3% | +191.3% |
| All | +144.6% | +56.9% | +87.7% | +127.0% |
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 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