+31.5%
CHD vs FHN
+60.0%
-28.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.3% |
| 7D | +0.4% | +1.3% | -0.9% | +0.3% |
| 30D | +11.6% | +2.8% | +8.8% | +11.5% |
| 3M | +10.7% | -8.9% | +19.6% | +10.8% |
| 6M | +20.2% | -0.7% | +20.9% | +20.3% |
| YTD | +34.5% | +0.1% | +34.4% | +34.5% |
| 1Y | +32.6% | +10.4% | +22.2% | +32.5% |
| 3Y | +29.1% | +128.8% | -99.7% | +28.6% |
| 5Y | +31.5% | +61.5% | -29.9% | +32.3% |
| All | +31.5% | +60.0% | -28.4% | +32.3% |
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