+8.9%
CAT vs FHN
+14.6%
-5.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -6.2% |
| 7D | -17.1% | +2.3% | -19.4% | -18.3% |
| 30D | -30.1% | +1.6% | -31.7% | -30.9% |
| 3M | -32.4% | -8.4% | -24.0% | -28.6% |
| 6M | -32.1% | -2.3% | -29.8% | -31.6% |
| YTD | +4.1% | +1.5% | +2.6% | +0.5% |
| 1Y | +8.9% | +15.0% | -6.1% | +0.1% |
| All | +8.9% | +14.6% | -5.7% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling