+41.1%
CVS vs FHN
+127.8%
-86.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -0.3% | -2.6% | +2.3% | +0.2% |
| 3M | -1.1% | 0.0% | -1.2% | -1.2% |
| 6M | +23.7% | +9.2% | +14.5% | +21.1% |
| YTD | +23.0% | +4.3% | +18.6% | +21.5% |
| 1Y | +37.2% | +10.8% | +26.4% | +33.2% |
| 3Y | +62.4% | +130.7% | -68.3% | +31.4% |
| 5Y | +31.8% | +87.4% | -55.5% | +6.0% |
| All | +41.1% | +127.8% | -86.7% | -0.1% |
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 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