+11.9%
COST vs FHN
+14.6%
-2.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.7% |
| 7D | +6.6% | +2.3% | +4.4% | +6.6% |
| 30D | +13.5% | +1.6% | +11.9% | +13.5% |
| 3M | +10.6% | -8.4% | +18.9% | +10.2% |
| 6M | +3.6% | -2.3% | +5.9% | +3.5% |
| YTD | +22.1% | +1.5% | +20.6% | +22.0% |
| 1Y | +11.9% | +15.0% | -3.1% | +12.0% |
| All | +11.9% | +14.6% | -2.7% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling