+48.2%
CSX vs FHN
+56.9%
-8.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.3% |
| 7D | -5.5% | -1.0% | -4.5% | -5.3% |
| 30D | +4.9% | +0.2% | +4.7% | +4.9% |
| 3M | -2.9% | -9.0% | +6.1% | -1.2% |
| 6M | +8.3% | -6.8% | +15.2% | +9.6% |
| YTD | +36.7% | -1.5% | +38.3% | +36.9% |
| 1Y | +41.5% | +10.9% | +30.6% | +38.8% |
| 3Y | +68.6% | +119.4% | -50.7% | +52.3% |
| All | +48.2% | +56.9% | -8.7% | +33.4% |
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