+34,247.0%
CTSH vs FHN
+91.7%
+34,155.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -2.7% | +1.2% | -3.9% | -3.1% |
| 30D | +12.4% | -4.7% | +17.1% | +13.9% |
| 3M | +17.4% | +3.5% | +13.8% | +15.9% |
| 6M | -3.1% | +7.8% | -10.9% | -5.7% |
| YTD | -23.6% | +5.9% | -29.4% | -25.4% |
| 1Y | -10.8% | +12.5% | -23.3% | -14.8% |
| 3Y | -8.3% | +117.2% | -125.5% | -30.6% |
| 5Y | -11.3% | +86.5% | -97.9% | -34.8% |
| 10Y | +22.6% | +125.7% | -103.1% | -23.6% |
| All | +34,247.0% | +91.7% | +34,155.3% | +14,674.9% |
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