+604.2%
COST vs FHN
+129.4%
+474.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | -4.4% | -2.6% | -1.8% | -4.2% |
| 3M | -8.1% | +0.8% | -8.9% | -8.2% |
| 6M | -9.2% | +9.2% | -18.5% | -10.2% |
| YTD | +5.1% | +5.1% | 0.0% | +4.3% |
| 1Y | -5.1% | +12.2% | -17.3% | -6.6% |
| 3Y | +70.4% | +132.4% | -62.1% | +54.0% |
| 5Y | +104.7% | +91.1% | +13.6% | +84.9% |
| All | +604.2% | +129.4% | +474.8% | +507.1% |
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 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