+29.3%
CLX vs FHN
+94.7%
-65.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +13.6% | +0.9% | +12.7% | +13.6% |
| 30D | +29.1% | +2.1% | +27.0% | +29.0% |
| 3M | +1.6% | -6.0% | +7.6% | +1.7% |
| 6M | +18.7% | -2.9% | +21.7% | +18.8% |
| YTD | +11.1% | +0.7% | +10.4% | +11.0% |
| 1Y | +7.0% | +11.0% | -4.0% | +6.7% |
| 3Y | -10.0% | +130.3% | -140.3% | -11.4% |
| 5Y | -22.6% | +61.3% | -83.9% | -23.5% |
| 10Y | +29.3% | +89.6% | -60.2% | +31.8% |
| All | +29.3% | +94.7% | -65.4% | +31.8% |
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