+1,325.8%
CRWD vs FHN
+123.0%
+1,202.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.0% | -1.2% | -1.8% | -2.8% |
| 30D | -6.8% | -4.8% | -2.0% | -6.0% |
| 3M | +19.6% | -0.7% | +20.3% | +19.7% |
| 6M | +87.1% | +10.6% | +76.5% | +83.4% |
| YTD | +76.4% | +4.6% | +71.8% | +74.6% |
| 1Y | +90.8% | +11.4% | +79.5% | +86.5% |
| 3Y | +380.0% | +132.3% | +247.7% | +323.5% |
| 5Y | +215.6% | +90.2% | +125.5% | +182.3% |
| All | +1,325.8% | +123.0% | +1,202.8% | +1,250.2% |
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