+12.8%
CNH vs FHN
+132.7%
-120.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | +23.3% | +1.2% | +22.1% | +22.6% |
| 30D | +33.5% | -4.7% | +38.2% | +36.3% |
| 3M | +32.7% | +3.5% | +29.2% | +30.5% |
| 6M | +22.2% | +7.8% | +14.4% | +18.2% |
| YTD | +57.7% | +5.9% | +51.8% | +53.3% |
| 1Y | +28.0% | +12.5% | +15.5% | +20.7% |
| All | +12.8% | +132.7% | -120.0% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling