+695.3%
CAT vs FHN
+80.9%
+614.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +9.3% | +1.3% | +8.1% | +8.8% |
| 30D | -21.5% | +2.8% | -24.3% | -22.4% |
| 3M | -29.1% | -8.9% | -20.2% | -26.6% |
| 6M | -33.4% | -0.7% | -32.7% | -33.3% |
| YTD | +6.6% | +0.1% | +6.5% | +6.4% |
| 1Y | +6.5% | +10.4% | -3.9% | +2.5% |
| 3Y | +162.7% | +128.8% | +33.9% | +89.7% |
| 5Y | +214.2% | +61.5% | +152.8% | +135.7% |
| All | +695.3% | +80.9% | +614.4% | +450.8% |
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