+7,384.4%
CME vs FHN
+35.1%
+7,349.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -1.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | +8.5% | +1.9% | +6.6% | +7.8% |
| 3M | +16.0% | -6.9% | +23.0% | +18.7% |
| 6M | +9.3% | -3.1% | +12.4% | +10.1% |
| YTD | +15.3% | +0.6% | +14.7% | +13.9% |
| 1Y | +14.4% | +12.4% | +2.1% | +8.5% |
| 3Y | +59.9% | +133.7% | -73.8% | +10.0% |
| 5Y | +69.4% | +61.4% | +8.1% | +20.3% |
| 10Y | +299.5% | +97.9% | +201.6% | +130.5% |
| All | +7,384.4% | +35.1% | +7,349.3% | +3,562.8% |
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