+116.3%
CLF vs FHN
+126.5%
-10.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.0% |
| 7D | +6.5% | +2.7% | +3.8% | +4.7% |
| 30D | +0.2% | -3.1% | +3.3% | +2.4% |
| 3M | -3.1% | +2.3% | -5.4% | -4.9% |
| 6M | +25.0% | +9.7% | +15.3% | +17.3% |
| YTD | -7.5% | +4.7% | -12.2% | -10.5% |
| 1Y | +11.5% | +13.8% | -2.2% | +1.3% |
| 3Y | -13.7% | +131.6% | -145.3% | -51.3% |
| 5Y | -47.0% | +91.1% | -138.1% | -71.7% |
| 10Y | +116.3% | +126.6% | -10.3% | -14.9% |
| All | +116.3% | +126.5% | -10.2% | -14.9% |
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