+340.2%
COP vs FHN
+125.8%
+214.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +11.7% | -2.6% | +14.3% | +12.8% |
| 3M | +17.7% | 0.0% | +17.6% | +17.1% |
| 6M | +18.3% | +9.2% | +9.1% | +12.4% |
| YTD | +49.1% | +4.3% | +44.7% | +44.0% |
| 1Y | +53.3% | +10.8% | +42.6% | +43.2% |
| 3Y | +22.2% | +130.7% | -108.6% | -22.4% |
| 5Y | +193.3% | +87.4% | +105.9% | +79.5% |
| 10Y | +340.2% | +126.9% | +213.4% | +109.0% |
| All | +340.2% | +125.8% | +214.4% | +109.0% |
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 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