-14.9%
CNH vs FHN
+56.9%
-71.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | -7.2% | +0.2% | -7.4% | -7.3% |
| 3M | +6.5% | -9.0% | +15.5% | +9.6% |
| 6M | +7.9% | -6.8% | +14.7% | +10.2% |
| YTD | +26.6% | -1.5% | +28.1% | +27.2% |
| 1Y | +13.8% | +10.9% | +2.8% | +10.5% |
| 3Y | +9.2% | +119.4% | -110.2% | -10.7% |
| All | -14.9% | +56.9% | -71.8% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling