+18,551.4%
CAT vs FHN
+1,730.5%
+16,820.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -6.3% | +0.9% | -7.2% | -6.5% |
| 30D | -26.8% | +2.1% | -28.9% | -27.3% |
| 3M | -30.0% | -6.0% | -24.1% | -28.7% |
| 6M | -34.6% | -2.9% | -31.6% | -34.1% |
| YTD | +2.9% | +0.7% | +2.2% | +2.6% |
| 1Y | +3.3% | +11.0% | -7.7% | -0.2% |
| 3Y | +153.7% | +130.3% | +23.4% | +92.2% |
| 5Y | +207.3% | +61.3% | +146.0% | +143.9% |
| 10Y | +674.0% | +89.6% | +584.4% | +449.7% |
| All | +18,551.4% | +1,730.5% | +16,820.9% | +5,970.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling