+366.8%
CSCO vs FHN
+126.5%
+240.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -0.5% | +2.7% | -3.2% | -1.1% |
| 30D | -10.1% | -3.1% | -7.0% | -9.5% |
| 3M | -11.7% | +2.3% | -14.1% | -12.3% |
| 6M | +40.1% | +9.7% | +30.4% | +37.0% |
| YTD | +43.8% | +4.7% | +39.1% | +42.0% |
| 1Y | +66.6% | +13.8% | +52.9% | +61.0% |
| 3Y | +108.5% | +131.6% | -23.1% | +69.5% |
| 5Y | +114.0% | +91.1% | +22.8% | +71.0% |
| 10Y | +366.8% | +126.6% | +240.2% | +228.7% |
| All | +366.8% | +126.5% | +240.3% | +228.7% |
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 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