+62.7%
CVS vs FHN
+90.7%
-28.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.0% | -0.9% | +12.8% | +12.1% |
| 30D | +2.8% | +2.0% | +0.7% | +2.2% |
| 3M | -3.6% | -6.8% | +3.3% | -2.2% |
| 6M | -1.6% | -0.8% | -0.9% | -1.7% |
| YTD | +16.3% | +0.6% | +15.7% | +15.6% |
| 1Y | +15.5% | +11.5% | +4.0% | +12.2% |
| 3Y | +48.1% | +130.0% | -81.9% | +20.0% |
| 5Y | +12.3% | +60.8% | -48.5% | -6.1% |
| 10Y | +62.7% | +84.0% | -21.3% | +26.8% |
| All | +62.7% | +90.7% | -28.0% | +26.8% |
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