+183.3%
CAT vs FHN
+56.9%
+126.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -10.3% | -1.0% | -9.3% | -10.0% |
| 30D | -31.2% | +0.2% | -31.4% | -31.3% |
| 3M | -34.7% | -9.0% | -25.7% | -32.9% |
| 6M | -39.5% | -6.8% | -32.6% | -38.3% |
| YTD | -1.7% | -1.5% | -0.1% | -1.3% |
| 1Y | -1.1% | +10.9% | -12.1% | -3.9% |
| 3Y | +143.9% | +119.4% | +24.5% | +103.8% |
| All | +183.3% | +56.9% | +126.4% | +133.5% |
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