+31.5%
CVS vs FHN
+88.9%
-57.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 3M | -0.4% | +2.3% | -2.8% | -0.8% |
| 6M | +25.1% | +9.7% | +15.4% | +23.2% |
| YTD | +23.9% | +4.7% | +19.2% | +22.7% |
| 1Y | +41.1% | +13.8% | +27.3% | +37.6% |
| 3Y | +63.6% | +131.6% | -67.9% | +41.9% |
| 5Y | +31.5% | +91.1% | -59.6% | +11.6% |
| All | +31.5% | +88.9% | -57.4% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling