+17.2%
CME vs FHN
+10.7%
+6.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +2.7% | +1.3% | +1.4% | +2.8% |
| 30D | +13.5% | +2.8% | +10.7% | +13.7% |
| 3M | +20.9% | -8.9% | +29.8% | +20.0% |
| 6M | +11.5% | -0.7% | +12.2% | +11.9% |
| YTD | +19.5% | +0.1% | +19.4% | +20.8% |
| 1Y | +17.2% | +10.4% | +6.8% | +20.3% |
| All | +17.2% | +10.7% | +6.5% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling