+37.8%
CTSH vs FHN
+106.3%
-68.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.9% | -2.3% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | +7.4% | +1.9% | +5.5% | +6.8% |
| 3M | +10.9% | -6.9% | +17.9% | +12.9% |
| 6M | +24.7% | -3.1% | +27.7% | +25.4% |
| YTD | -22.0% | +0.6% | -22.6% | -22.5% |
| 1Y | -11.2% | +12.4% | -23.5% | -14.4% |
| 3Y | +3.9% | +133.7% | -129.9% | -19.0% |
| 5Y | -13.9% | +61.4% | -75.3% | -30.5% |
| 10Y | +37.8% | +97.9% | -60.1% | -2.0% |
| All | +37.8% | +106.3% | -68.5% | -2.0% |
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