+49.5%
CNH vs FHN
+216.7%
-167.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.1% | +8.8% | +10.0% |
| 7D | +8.6% | -0.5% | +9.0% | +8.9% |
| 30D | +12.6% | +1.9% | +10.6% | +11.6% |
| 3M | +17.5% | -6.9% | +24.4% | +21.3% |
| 6M | +18.1% | -3.1% | +21.2% | +19.7% |
| YTD | +40.4% | +0.6% | +39.8% | +40.0% |
| 1Y | +34.0% | +12.4% | +21.6% | +27.3% |
| 3Y | +35.3% | +133.7% | -98.4% | -9.3% |
| 5Y | -5.1% | +61.4% | -66.5% | -32.6% |
| 10Y | +124.0% | +97.9% | +26.2% | +28.0% |
| All | +49.5% | +216.7% | -167.1% | -29.7% |
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