+25,810.5%
CTAS vs FHN
+1,690.1%
+24,120.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +1.2% | -1.0% | +2.1% | +1.4% |
| 30D | +12.8% | +0.2% | +12.5% | +12.7% |
| 3M | +10.3% | -9.0% | +19.3% | +13.1% |
| 6M | +32.0% | -6.8% | +38.8% | +34.3% |
| YTD | +19.1% | -1.5% | +20.6% | +19.0% |
| 1Y | +21.5% | +10.9% | +10.5% | +17.2% |
| 3Y | +76.0% | +119.4% | -43.3% | +36.4% |
| 5Y | +110.9% | +57.5% | +53.3% | +67.9% |
| 10Y | +849.8% | +114.1% | +735.7% | +546.7% |
| All | +25,810.5% | +1,690.1% | +24,120.4% | +9,121.3% |
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