+12.3%
CVS vs FHN
+61.0%
-48.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.4% |
| 3M | -3.6% | -6.8% | +3.3% | -2.6% |
| 6M | -1.6% | -0.8% | -0.9% | -1.6% |
| YTD | +16.3% | +0.6% | +15.7% | +15.8% |
| 1Y | +15.5% | +11.5% | +4.0% | +13.3% |
| 3Y | +48.1% | +130.0% | -81.9% | +29.6% |
| 5Y | +12.3% | +60.8% | -48.5% | +2.1% |
| All | +12.3% | +61.0% | -48.7% | +2.1% |
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 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