+4.7%
CMCSA vs FHN
+81.8%
-77.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.3% |
| 7D | +3.2% | +2.1% | +1.0% | +2.6% |
| 30D | +19.5% | +3.8% | +15.7% | +18.5% |
| 3M | -2.4% | -8.9% | +6.5% | -0.2% |
| 6M | +3.8% | +1.8% | +2.0% | +3.3% |
| YTD | -5.4% | +0.6% | -6.0% | -5.8% |
| 1Y | +1.1% | +12.9% | -11.8% | -2.2% |
| 3Y | -27.1% | +126.4% | -153.5% | -41.3% |
| 5Y | -40.3% | +62.3% | -102.6% | -50.8% |
| All | +4.7% | +81.8% | -77.1% | -22.0% |
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