-97.9%
CAPR vs FHN
-1.5%
-96.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.0% | +1.2% | -3.2% | -2.2% |
| 30D | +139.2% | -4.7% | +143.9% | +140.6% |
| 3M | -66.4% | +3.5% | -69.9% | -66.5% |
| 6M | -63.1% | +7.8% | -71.0% | -63.5% |
| YTD | -67.4% | +5.9% | -73.3% | -67.7% |
| 1Y | +58.2% | +12.5% | +45.8% | +55.8% |
| 3Y | +42.2% | +117.2% | -75.0% | +29.4% |
| 5Y | +87.3% | +86.5% | +0.7% | +68.8% |
| 10Y | -75.3% | +125.7% | -201.0% | -79.3% |
| All | -97.9% | -1.5% | -96.4% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling