+22.8%
CTAS vs FHN
+12.0%
+10.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.7% | +0.9% | -0.2% | +0.5% |
| 30D | +11.3% | +2.1% | +9.2% | +10.9% |
| 3M | +11.4% | -6.0% | +17.4% | +12.2% |
| 6M | +35.6% | -2.9% | +38.6% | +35.4% |
| YTD | +20.7% | +0.7% | +20.0% | +18.6% |
| 1Y | +22.8% | +11.0% | +11.8% | +18.1% |
| All | +22.8% | +12.0% | +10.8% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling