+19.8%
CBOE vs FHN
+10.7%
+9.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -2.3% |
| 7D | -5.8% | -1.9% | -3.9% | -5.9% |
| 30D | -3.1% | -5.4% | +2.3% | -3.4% |
| 3M | -4.8% | -1.4% | -3.3% | -4.7% |
| 6M | -0.6% | +9.9% | -10.4% | +0.6% |
| YTD | +12.8% | +3.9% | +8.9% | +13.8% |
| 1Y | +19.8% | +10.6% | +9.2% | +20.1% |
| All | +19.8% | +10.7% | +9.0% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling