+282.5%
CHTR vs FHN
+175.6%
+107.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.4% | -7.8% | -8.0% |
| 7D | -15.8% | 0.0% | -15.8% | -15.8% |
| 30D | -12.7% | -2.6% | -10.1% | -12.2% |
| 3M | -1.1% | 0.0% | -1.1% | -1.1% |
| 6M | -39.9% | +9.2% | -49.1% | -41.0% |
| YTD | -35.9% | +4.3% | -40.2% | -36.5% |
| 1Y | -49.2% | +10.8% | -59.9% | -50.5% |
| 3Y | -68.3% | +130.7% | -199.0% | -74.0% |
| 5Y | -83.0% | +87.4% | -170.3% | -86.0% |
| 10Y | -49.3% | +126.9% | -176.2% | -64.1% |
| All | +282.5% | +175.6% | +107.0% | +119.1% |
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 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