+7.7%
CARR vs FHN
+87.6%
-79.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | -11.0% | -2.6% | -8.3% | -10.4% |
| 3M | -16.4% | +0.8% | -17.2% | -16.6% |
| 6M | -2.4% | +9.2% | -11.6% | -4.3% |
| YTD | +8.4% | +5.1% | +3.3% | +7.1% |
| 1Y | -8.0% | +12.2% | -20.2% | -10.6% |
| 3Y | +0.6% | +132.4% | -131.8% | -13.8% |
| 5Y | +7.7% | +91.1% | -83.3% | -12.4% |
| All | +7.7% | +87.6% | -79.9% | -12.4% |
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