+67.8%
CSX vs FHN
+86.2%
-18.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -3.4% | +1.2% | -4.6% | -3.6% |
| 30D | -3.1% | -4.7% | +1.6% | -2.3% |
| 3M | +7.2% | +3.5% | +3.6% | +6.4% |
| 6M | +16.2% | +7.8% | +8.4% | +14.5% |
| YTD | +37.5% | +5.9% | +31.7% | +35.9% |
| 1Y | +53.2% | +12.5% | +40.8% | +49.6% |
| 3Y | +68.2% | +117.2% | -49.0% | +50.7% |
| All | +67.8% | +86.2% | -18.4% | +45.2% |
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 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