+52.0%
CSX vs FHN
+63.2%
-11.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.6% | +2.4% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | +6.8% | +1.9% | +4.9% | +6.5% |
| 3M | +0.7% | -6.9% | +7.6% | +2.0% |
| 6M | +13.3% | -3.1% | +16.3% | +13.8% |
| YTD | +40.5% | +0.6% | +39.9% | +40.2% |
| 1Y | +44.7% | +12.4% | +32.3% | +41.6% |
| 3Y | +74.5% | +133.7% | -59.2% | +56.4% |
| 5Y | +52.0% | +61.4% | -9.4% | +36.3% |
| All | +52.0% | +63.2% | -11.3% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling