+97.9%
FHN vs CASY
+551.3%
-453.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +1.9% |
| 7D | -0.5% | +3.6% | -4.1% | -1.8% |
| 30D | +1.9% | +7.2% | -5.2% | -0.8% |
| 3M | -6.9% | -16.9% | +10.0% | -1.2% |
| 6M | -3.1% | -19.3% | +16.3% | +2.6% |
| YTD | +0.6% | +25.6% | -25.1% | -12.0% |
| 1Y | +12.4% | +30.2% | -17.8% | -3.5% |
| 3Y | +133.7% | +154.9% | -21.2% | +42.5% |
| 5Y | +61.4% | +252.1% | -190.8% | -19.7% |
| 10Y | +97.9% | +535.8% | -438.0% | -21.1% |
| All | +97.9% | +551.3% | -453.5% | -21.1% |
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