+300.3%
CME vs FHN
+80.9%
+219.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.4% |
| 30D | +13.5% | +2.8% | +10.7% | +12.9% |
| 3M | +20.9% | -8.9% | +29.8% | +23.0% |
| 6M | +11.5% | -0.7% | +12.2% | +11.4% |
| YTD | +19.5% | +0.1% | +19.4% | +18.8% |
| 1Y | +17.2% | +10.4% | +6.8% | +14.2% |
| 3Y | +65.1% | +128.8% | -63.7% | +32.2% |
| 5Y | +73.1% | +61.5% | +11.6% | +40.4% |
| All | +300.3% | +80.9% | +219.3% | +168.7% |
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