+66.3%
CTAS vs FHN
+136.7%
-70.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.8% | +1.2% | -3.0% | -2.1% |
| 30D | -0.2% | -4.7% | +4.5% | +0.7% |
| 3M | +11.7% | +3.5% | +8.1% | +10.7% |
| 6M | +0.7% | +7.8% | -7.1% | -1.1% |
| YTD | +7.4% | +5.9% | +1.5% | +5.7% |
| 1Y | -2.1% | +12.5% | -14.6% | -5.2% |
| All | +66.3% | +136.7% | -70.4% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling