+63.6%
CVS vs FHN
+134.1%
-70.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -1.6% | +2.7% | -4.2% | -2.0% |
| 30D | +0.4% | -3.1% | +3.5% | +1.0% |
| 3M | -0.4% | +2.3% | -2.8% | -0.9% |
| 6M | +25.1% | +9.7% | +15.4% | +22.9% |
| YTD | +23.9% | +4.7% | +19.2% | +22.5% |
| 1Y | +41.1% | +13.8% | +27.3% | +36.8% |
| 3Y | +63.6% | +131.6% | -67.9% | +36.5% |
| All | +63.6% | +134.1% | -70.5% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling