+2,236.9%
CMCSA vs FHN
+1,824.4%
+412.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | +1.2% | -3.3% | -2.4% |
| 30D | +7.0% | -4.7% | +11.7% | +8.5% |
| 3M | +15.1% | +3.5% | +11.5% | +13.8% |
| 6M | -15.4% | +7.8% | -23.2% | -17.4% |
| YTD | -1.9% | +5.9% | -7.8% | -3.9% |
| 1Y | -12.7% | +12.5% | -25.2% | -16.4% |
| 3Y | -31.0% | +117.2% | -148.2% | -47.0% |
| 5Y | -46.1% | +86.5% | -132.6% | -59.6% |
| 10Y | +10.8% | +125.7% | -114.9% | -29.0% |
| All | +2,236.9% | +1,824.4% | +412.5% | +430.1% |
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