+10,056.0%
CSX vs FHN
+1,696.3%
+8,359.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.6% |
| 7D | -2.7% | -2.3% | -0.4% | -2.0% |
| 30D | +7.0% | -0.9% | +8.0% | +7.3% |
| 3M | -0.3% | -11.0% | +10.7% | +3.2% |
| 6M | +13.5% | -5.4% | +18.9% | +15.2% |
| YTD | +41.5% | -1.2% | +42.7% | +41.5% |
| 1Y | +45.8% | +10.5% | +35.3% | +40.9% |
| 3Y | +74.4% | +115.1% | -40.7% | +35.3% |
| 5Y | +53.6% | +58.1% | -4.5% | +21.7% |
| 10Y | +465.6% | +114.9% | +350.8% | +280.7% |
| All | +10,056.0% | +1,696.3% | +8,359.7% | +3,042.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling