+278.8%
CME vs FHN
+125.8%
+153.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +4.2% | -2.6% | +6.8% | +4.7% |
| 3M | +7.3% | 0.0% | +7.3% | +7.2% |
| 6M | -11.4% | +9.2% | -20.6% | -13.2% |
| YTD | +3.5% | +4.3% | -0.8% | +2.2% |
| 1Y | +8.6% | +10.8% | -2.2% | +5.6% |
| 3Y | +51.6% | +130.7% | -79.2% | +20.7% |
| 5Y | +75.3% | +87.4% | -12.1% | +35.1% |
| 10Y | +278.8% | +126.9% | +152.0% | +129.5% |
| All | +278.8% | +125.8% | +153.0% | +129.5% |
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