+5,984.3%
CRH vs FHN
+1,810.5%
+4,173.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -4.8% | -0.8% | -4.0% | -4.5% |
| 30D | -13.1% | -2.6% | -10.5% | -12.5% |
| 3M | -12.0% | +0.8% | -12.8% | -12.2% |
| 6M | -16.9% | +9.2% | -26.1% | -18.8% |
| YTD | -29.0% | +5.1% | -34.1% | -30.0% |
| 1Y | -20.3% | +12.2% | -32.5% | -23.1% |
| 3Y | +69.2% | +132.4% | -63.2% | +32.5% |
| 5Y | +94.6% | +91.1% | +3.6% | +50.8% |
| 10Y | +250.3% | +128.5% | +121.8% | +145.2% |
| All | +5,984.3% | +1,810.5% | +4,173.8% | +3,840.7% |
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