+5,396.4%
CL vs FHN
+1,728.2%
+3,668.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | +9.5% | +2.0% | +7.5% | +9.2% |
| 3M | +6.8% | -6.8% | +13.6% | +7.8% |
| 6M | +14.3% | -0.8% | +15.0% | +14.3% |
| YTD | +27.0% | +0.6% | +26.4% | +26.6% |
| 1Y | +26.3% | +11.5% | +14.7% | +24.1% |
| 3Y | +39.3% | +130.0% | -90.7% | +21.3% |
| 5Y | +41.5% | +60.8% | -19.3% | +25.5% |
| 10Y | +84.1% | +84.0% | +0.1% | +50.4% |
| All | +5,396.4% | +1,728.2% | +3,668.2% | +1,806.3% |
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 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