+107.7%
COST vs FHN
+88.4%
+19.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | -4.7% | -4.8% | +0.1% | -4.4% |
| 3M | -7.1% | -0.7% | -6.4% | -7.1% |
| 6M | -8.5% | +10.6% | -19.2% | -9.4% |
| YTD | +5.4% | +4.6% | +0.8% | +4.8% |
| 1Y | -5.6% | +11.4% | -17.0% | -6.7% |
| 3Y | +68.5% | +132.3% | -63.8% | +56.9% |
| All | +107.7% | +88.4% | +19.3% | +96.8% |
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