+65.9%
CSCO vs FHN
+13.3%
+52.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | 0.0% | 0.0% | -0.1% | -0.1% |
| 30D | -10.7% | -2.6% | -8.1% | -10.1% |
| 3M | -8.7% | 0.0% | -8.8% | -8.7% |
| 6M | +44.9% | +9.2% | +35.7% | +41.1% |
| YTD | +44.1% | +4.3% | +39.8% | +42.3% |
| 1Y | +65.9% | +10.8% | +55.1% | +61.2% |
| All | +65.9% | +13.3% | +52.6% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling