+4.6%
CMCSA vs FHN
+125.8%
-121.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.5% |
| 7D | -8.3% | 0.0% | -8.3% | -8.3% |
| 30D | -2.4% | -2.6% | +0.2% | -1.8% |
| 3M | +4.5% | 0.0% | +4.5% | +4.5% |
| 6M | -18.8% | +9.2% | -28.0% | -20.5% |
| YTD | -8.9% | +4.3% | -13.3% | -10.1% |
| 1Y | -18.3% | +10.8% | -29.1% | -20.8% |
| 3Y | -35.0% | +130.7% | -165.7% | -48.0% |
| 5Y | -48.2% | +87.4% | -135.5% | -59.0% |
| 10Y | +4.6% | +126.9% | -122.3% | -27.6% |
| All | +4.6% | +125.8% | -121.3% | -27.6% |
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