+97.9%
FHN vs COO
+40.7%
+57.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.1% |
| 7D | -0.5% | +4.3% | -4.8% | -2.2% |
| 30D | +1.9% | +17.6% | -15.6% | -4.6% |
| 3M | -6.9% | -13.9% | +6.9% | -2.1% |
| 6M | -3.1% | +6.6% | -9.6% | -7.4% |
| YTD | +0.6% | -22.0% | +22.6% | +9.7% |
| 1Y | +12.4% | -8.8% | +21.2% | +14.3% |
| 3Y | +133.7% | -21.5% | +155.2% | +144.4% |
| 5Y | +61.4% | -41.0% | +102.4% | +89.5% |
| 10Y | +97.9% | +40.9% | +57.0% | +90.3% |
| All | +97.9% | +40.7% | +57.2% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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