+1,261.7%
CIEN vs FHN
+90.7%
+1,171.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +8.7% | -0.9% | +9.6% | +9.2% |
| 30D | -26.9% | +2.0% | -28.9% | -27.3% |
| 3M | -23.6% | -6.8% | -16.8% | -22.1% |
| 6M | -49.1% | -0.8% | -48.3% | -49.2% |
| YTD | +26.6% | +0.6% | +26.0% | +25.7% |
| 1Y | +42.7% | +11.5% | +31.2% | +37.6% |
| 3Y | +570.8% | +130.0% | +440.9% | +433.7% |
| 5Y | +386.4% | +60.8% | +325.6% | +299.4% |
| 10Y | +1,261.7% | +84.0% | +1,177.8% | +830.5% |
| All | +1,261.7% | +90.7% | +1,171.1% | +830.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling