+1,814.8%
FHN vs CASY
+36,294.0%
-34,479.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -4.7% | -11.3% | +6.6% | -1.4% |
| 3M | +3.5% | -0.6% | +4.2% | +2.5% |
| 6M | +7.8% | +10.7% | -2.9% | +2.9% |
| YTD | +5.9% | +37.1% | -31.2% | -5.4% |
| 1Y | +12.5% | +52.3% | -39.8% | -3.1% |
| 3Y | +117.2% | +215.2% | -98.0% | +46.5% |
| 5Y | +86.5% | +276.5% | -189.9% | +17.3% |
| 10Y | +125.7% | +508.4% | -382.6% | +22.1% |
| All | +1,814.8% | +36,294.0% | -34,479.2% | +422.8% |
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 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