+20.2%
CLF vs FHN
+14.6%
+5.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -10.9% | -10.1% |
| 7D | -7.9% | +2.3% | -10.2% | -9.1% |
| 30D | +5.2% | +1.6% | +3.6% | +4.1% |
| 3M | +4.3% | -8.4% | +12.7% | +10.6% |
| 6M | +25.3% | -2.3% | +27.6% | +25.8% |
| YTD | -3.3% | +1.5% | -4.8% | -5.6% |
| 1Y | +20.2% | +15.0% | +5.2% | +12.5% |
| All | +20.2% | +14.6% | +5.6% | +12.5% |
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 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