+110.7%
COP vs FHN
+63.2%
+47.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.8% |
| 7D | -8.4% | -0.5% | -8.0% | -8.4% |
| 30D | +0.3% | +1.9% | -1.7% | -0.2% |
| 3M | +15.1% | -6.9% | +22.0% | +16.7% |
| 6M | +19.8% | -3.1% | +22.8% | +20.1% |
| YTD | +46.8% | +0.6% | +46.2% | +45.5% |
| 1Y | +59.7% | +12.4% | +47.4% | +54.3% |
| 3Y | +28.7% | +133.7% | -105.0% | +6.8% |
| 5Y | +110.7% | +61.4% | +49.3% | +73.6% |
| All | +110.7% | +63.2% | +47.4% | +73.6% |
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