-49.3%
COMP vs FHN
+66.9%
-116.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | 0.0% | +2.1% | -2.1% | -0.9% |
| 30D | +16.6% | +3.8% | +12.8% | +15.0% |
| 3M | -23.5% | -8.9% | -14.6% | -20.2% |
| 6M | +25.7% | +1.8% | +23.9% | +25.3% |
| YTD | -3.4% | +0.6% | -4.0% | -2.5% |
| 1Y | +7.6% | +12.9% | -5.3% | +3.7% |
| 3Y | +423.6% | +126.4% | +297.2% | +292.5% |
| 5Y | -10.6% | +62.3% | -72.9% | -26.2% |
| All | -49.3% | +66.9% | -116.2% | -60.1% |
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