+1,110.7%
CAT vs FHN
+131.7%
+979.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +1.7% | +1.2% | +0.5% | +1.3% |
| 30D | -6.6% | -4.7% | -1.9% | -4.8% |
| 3M | -13.3% | +3.5% | -16.8% | -14.5% |
| 6M | +11.6% | +7.8% | +3.8% | +8.5% |
| YTD | +42.9% | +5.9% | +37.1% | +39.8% |
| 1Y | +95.4% | +12.5% | +83.0% | +85.7% |
| 3Y | +196.6% | +117.2% | +79.4% | +116.9% |
| 5Y | +321.7% | +86.5% | +235.1% | +196.4% |
| All | +1,110.7% | +131.7% | +979.0% | +597.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling