+398.1%
COR vs FHN
+126.5%
+271.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -1.9% | +2.7% | -4.6% | -2.4% |
| 30D | +1.5% | -3.1% | +4.6% | +2.1% |
| 3M | +18.7% | +2.3% | +16.4% | +18.1% |
| 6M | -9.0% | +9.7% | -18.8% | -10.8% |
| YTD | -3.3% | +4.7% | -8.0% | -4.5% |
| 1Y | +9.8% | +13.8% | -3.9% | +6.5% |
| 3Y | +87.4% | +131.6% | -44.2% | +52.3% |
| 5Y | +180.5% | +91.1% | +89.4% | +123.1% |
| 10Y | +398.1% | +126.6% | +271.5% | +213.0% |
| All | +398.1% | +126.5% | +271.6% | +213.0% |
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