+71.6%
CRH vs FHN
+129.5%
-57.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -6.1% | -1.2% | -4.9% | -5.6% |
| 30D | -9.3% | -4.8% | -4.5% | -7.4% |
| 3M | -15.2% | -0.7% | -14.5% | -15.1% |
| 6M | -14.2% | +10.6% | -24.8% | -17.7% |
| YTD | -28.3% | +4.6% | -32.9% | -29.8% |
| 1Y | -21.8% | +11.4% | -33.1% | -25.8% |
| 3Y | +71.6% | +132.3% | -60.6% | +41.0% |
| All | +71.6% | +129.5% | -57.9% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling