+2,554.6%
CLX vs FHN
+1,690.1%
+864.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +13.6% | -1.0% | +14.6% | +13.7% |
| 30D | +23.4% | +0.2% | +23.1% | +23.3% |
| 3M | -2.8% | -9.0% | +6.1% | -1.9% |
| 6M | +14.0% | -6.8% | +20.8% | +14.8% |
| YTD | +4.2% | -1.5% | +5.7% | +4.2% |
| 1Y | -1.2% | +10.9% | -12.1% | -2.4% |
| 3Y | -12.7% | +119.4% | -132.1% | -20.9% |
| 5Y | -26.5% | +57.5% | -84.0% | -32.6% |
| 10Y | +20.2% | +114.1% | -93.9% | +0.1% |
| All | +2,554.6% | +1,690.1% | +864.5% | +1,133.8% |
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 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