+418.4%
CSX vs FHN
+80.9%
+337.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +3.1% | +1.3% | +1.8% | +2.7% |
| 30D | +9.7% | +2.8% | +6.9% | +8.8% |
| 3M | +4.9% | -8.9% | +13.8% | +8.0% |
| 6M | +18.4% | -0.7% | +19.1% | +18.4% |
| YTD | +45.9% | +0.1% | +45.8% | +45.3% |
| 1Y | +50.0% | +10.4% | +39.6% | +44.7% |
| 3Y | +78.0% | +128.8% | -50.8% | +33.1% |
| 5Y | +59.2% | +61.5% | -2.3% | +22.0% |
| All | +418.4% | +80.9% | +337.5% | +233.3% |
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