+84.0%
FHN vs CASY
+565.2%
-481.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.9% |
| 7D | -0.9% | +5.8% | -6.7% | -3.0% |
| 30D | +2.0% | +10.7% | -8.7% | -1.8% |
| 3M | -6.8% | -13.9% | +7.0% | -2.4% |
| 6M | -0.8% | -18.4% | +17.7% | +4.8% |
| YTD | +0.6% | +29.6% | -29.1% | -13.0% |
| 1Y | +11.5% | +32.8% | -21.3% | -4.9% |
| 3Y | +130.0% | +162.3% | -32.3% | +38.6% |
| 5Y | +60.8% | +265.0% | -204.2% | -21.2% |
| 10Y | +84.0% | +555.4% | -471.4% | -28.4% |
| All | +84.0% | +565.2% | -481.2% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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