-67.7%
CHTR vs FHN
+130.7%
-198.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.2% | +4.7% |
| 7D | -7.1% | -0.8% | -6.3% | -6.9% |
| 30D | -10.9% | -2.6% | -8.2% | -10.1% |
| 3M | +2.0% | +0.8% | +1.2% | +1.6% |
| 6M | -35.9% | +9.2% | -45.1% | -37.6% |
| YTD | -32.7% | +5.1% | -37.8% | -33.9% |
| 1Y | -46.6% | +12.2% | -58.8% | -48.8% |
| All | -67.7% | +130.7% | -198.4% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling