-1.4%
CLX vs FHN
+125.8%
-127.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -4.9% | 0.0% | -5.0% | -4.9% |
| 30D | -15.8% | -2.6% | -13.2% | -15.8% |
| 3M | -7.9% | 0.0% | -8.0% | -7.9% |
| 6M | -19.0% | +9.2% | -28.3% | -19.2% |
| YTD | -7.9% | +4.3% | -12.3% | -8.1% |
| 1Y | -25.4% | +10.8% | -36.1% | -25.6% |
| 3Y | -35.0% | +130.7% | -165.7% | -36.1% |
| 5Y | -36.8% | +87.4% | -124.1% | -37.6% |
| 10Y | -1.4% | +126.9% | -128.3% | -5.2% |
| All | -1.4% | +125.8% | -127.3% | -5.2% |
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 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