+2,336.0%
CLX vs FHN
+1,824.4%
+511.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -9.2% | +1.2% | -10.4% | -9.3% |
| 30D | -11.0% | -4.7% | -6.3% | -10.6% |
| 3M | +5.0% | +3.5% | +1.5% | +4.6% |
| 6M | -18.8% | +7.8% | -26.6% | -19.5% |
| YTD | -4.4% | +5.9% | -10.3% | -5.1% |
| 1Y | -21.9% | +12.5% | -34.3% | -23.1% |
| 3Y | -32.8% | +117.2% | -150.0% | -39.1% |
| 5Y | -34.6% | +86.5% | -121.1% | -41.2% |
| 10Y | -4.7% | +125.7% | -130.4% | -21.0% |
| All | +2,336.0% | +1,824.4% | +511.6% | +1,023.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling