-45.0%
CMCSA vs FHN
+88.9%
-133.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | +0.1% | +2.7% | -2.5% | -0.3% |
| 30D | +3.8% | -3.1% | +6.9% | +4.4% |
| 3M | +12.3% | +2.3% | +10.0% | +11.9% |
| 6M | -15.4% | +9.7% | -25.1% | -16.7% |
| YTD | -2.5% | +4.7% | -7.2% | -3.4% |
| 1Y | -13.4% | +13.8% | -27.1% | -15.5% |
| 3Y | -30.4% | +131.6% | -161.9% | -38.5% |
| 5Y | -45.0% | +91.1% | -136.2% | -54.9% |
| All | -45.0% | +88.9% | -133.9% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling