+24.9%
CLX vs FHN
+106.3%
-81.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.4% | +5.5% |
| 7D | +17.4% | -0.5% | +17.9% | +17.4% |
| 30D | +27.8% | +1.9% | +25.8% | +27.7% |
| 3M | +3.0% | -6.9% | +9.9% | +3.2% |
| 6M | +17.5% | -3.1% | +20.6% | +17.6% |
| YTD | +10.0% | +0.6% | +9.4% | +9.9% |
| 1Y | +3.3% | +12.4% | -9.1% | +3.0% |
| 3Y | -10.1% | +133.7% | -143.8% | -11.5% |
| 5Y | -23.7% | +61.4% | -85.1% | -24.6% |
| 10Y | +24.9% | +97.9% | -73.0% | +31.4% |
| All | +24.9% | +106.3% | -81.4% | +31.4% |
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