+1,721.4%
FHN vs CASY
+33,553.3%
-31,831.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +0.9% | +5.0% | -4.1% | -0.6% |
| 30D | +2.1% | +8.2% | -6.1% | -0.4% |
| 3M | -6.0% | -18.2% | +12.2% | -1.0% |
| 6M | -2.9% | -18.6% | +15.6% | +1.2% |
| YTD | +0.7% | +26.8% | -26.1% | -8.5% |
| 1Y | +11.0% | +31.6% | -20.6% | -0.5% |
| 3Y | +130.3% | +156.5% | -26.2% | +64.7% |
| 5Y | +61.3% | +258.6% | -197.3% | +2.2% |
| 10Y | +89.6% | +550.3% | -460.7% | +0.4% |
| All | +1,721.4% | +33,553.3% | -31,831.9% | +405.6% |
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