+818.6%
CTAS vs FHN
+80.9%
+737.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.5% | +1.3% | -0.8% | +0.1% |
| 30D | +10.2% | +2.8% | +7.4% | +9.3% |
| 3M | +12.1% | -8.9% | +21.0% | +15.2% |
| 6M | +38.3% | -0.7% | +39.0% | +38.2% |
| YTD | +21.9% | +0.1% | +21.8% | +21.1% |
| 1Y | +24.0% | +10.4% | +13.6% | +19.5% |
| 3Y | +75.1% | +128.8% | -53.7% | +30.1% |
| 5Y | +116.9% | +61.5% | +55.5% | +65.5% |
| All | +818.6% | +80.9% | +737.6% | +467.4% |
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 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