+44.5%
CIEN vs FHN
+11.9%
+32.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.7% |
| 7D | +15.3% | +2.1% | +13.1% | +14.5% |
| 30D | -22.0% | +3.8% | -25.8% | -22.8% |
| 3M | -36.6% | -8.9% | -27.7% | -34.5% |
| 6M | -51.5% | +1.8% | -53.3% | -52.1% |
| YTD | +20.0% | +0.6% | +19.4% | +16.8% |
| 1Y | +44.5% | +12.9% | +31.5% | +37.2% |
| All | +44.5% | +11.9% | +32.6% | +37.2% |
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