+1,681.2%
FHN vs CASY
+33,031.0%
-31,349.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | +0.2% | +8.7% | -8.5% | -2.3% |
| 3M | -9.0% | -17.3% | +8.3% | -4.5% |
| 6M | -6.8% | -19.7% | +12.9% | -2.5% |
| YTD | -1.5% | +24.8% | -26.3% | -10.1% |
| 1Y | +10.9% | +31.9% | -21.0% | -0.6% |
| 3Y | +119.4% | +155.4% | -36.0% | +57.1% |
| 5Y | +57.5% | +250.6% | -193.0% | +0.5% |
| 10Y | +114.1% | +556.8% | -442.7% | +13.0% |
| All | +1,681.2% | +33,031.0% | -31,349.9% | +396.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling