+61.7%
FHN vs CASY
+266.7%
-204.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +2.1% | +3.6% | -1.4% | +1.5% |
| 30D | +3.8% | +9.1% | -5.3% | +2.3% |
| 3M | -8.9% | -16.5% | +7.6% | -6.3% |
| 6M | +1.8% | -19.7% | +21.5% | +5.3% |
| YTD | +0.6% | +29.3% | -28.7% | -6.1% |
| 1Y | +12.9% | +33.1% | -20.2% | +4.6% |
| 3Y | +126.4% | +158.5% | -32.1% | +80.3% |
| All | +61.7% | +266.7% | -204.9% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling