+18,237.3%
COR vs FHN
+468.0%
+17,769.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.5% | +3.3% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +6.8% | +1.9% | +4.8% | +6.4% |
| 3M | +8.1% | -6.9% | +15.0% | +9.4% |
| 6M | +33.0% | -3.1% | +36.1% | +33.6% |
| YTD | +3.0% | +0.6% | +2.4% | +2.5% |
| 1Y | -3.4% | +12.4% | -15.8% | -5.7% |
| 3Y | +80.1% | +133.7% | -53.6% | +51.5% |
| 5Y | +194.7% | +61.4% | +133.4% | +154.5% |
| 10Y | +512.3% | +97.9% | +414.4% | +382.5% |
| All | +18,237.3% | +468.0% | +17,769.3% | +9,202.1% |
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 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