+712.5%
CAT vs FHN
+106.3%
+606.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.1% | +5.1% | +6.4% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -25.0% | +1.9% | -27.0% | -25.6% |
| 3M | -28.7% | -6.9% | -21.8% | -26.8% |
| 6M | -33.0% | -3.1% | -29.9% | -32.4% |
| YTD | +5.4% | +0.6% | +4.8% | +5.1% |
| 1Y | +7.3% | +12.4% | -5.1% | +2.5% |
| 3Y | +166.0% | +133.7% | +32.3% | +90.6% |
| 5Y | +210.1% | +61.4% | +148.7% | +132.7% |
| 10Y | +712.5% | +97.9% | +614.7% | +441.9% |
| All | +712.5% | +106.3% | +606.3% | +441.9% |
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