-20.4%
CLF vs FHN
+131.2%
-151.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +2.3% | -0.9% | +3.2% | +3.3% |
| 30D | +1.9% | +2.0% | -0.1% | +0.4% |
| 3M | +5.9% | -6.8% | +12.7% | +11.0% |
| 6M | +16.9% | -0.8% | +17.7% | +16.6% |
| YTD | -1.1% | +0.6% | -1.6% | -2.4% |
| 1Y | +28.8% | +11.5% | +17.3% | +17.9% |
| All | -20.4% | +131.2% | -151.6% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling