+149.5%
CNH vs FHN
+126.5%
+23.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.1% |
| 7D | +8.8% | +2.7% | +6.1% | +7.7% |
| 30D | +24.7% | -3.1% | +27.8% | +26.3% |
| 3M | +27.3% | +2.3% | +25.0% | +26.1% |
| 6M | +23.2% | +9.7% | +13.4% | +18.6% |
| YTD | +48.9% | +4.7% | +44.2% | +46.0% |
| 1Y | +19.4% | +13.8% | +5.6% | +12.5% |
| 3Y | +7.8% | +131.6% | -123.8% | -26.6% |
| 5Y | +8.7% | +91.1% | -82.4% | -28.2% |
| 10Y | +149.5% | +126.6% | +22.9% | +30.8% |
| All | +149.5% | +126.5% | +23.0% | +30.8% |
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 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