+126.6%
FHN vs COO
+43.7%
+82.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +0.1% |
| 7D | +2.7% | -2.3% | +5.0% | +3.7% |
| 30D | -3.1% | -8.8% | +5.7% | +0.6% |
| 3M | +2.3% | +1.3% | +1.0% | +1.3% |
| 6M | +9.7% | -11.6% | +21.3% | +14.8% |
| YTD | +4.7% | -17.4% | +22.1% | +12.7% |
| 1Y | +13.8% | -1.6% | +15.4% | +13.1% |
| 3Y | +131.6% | -22.6% | +154.2% | +146.8% |
| 5Y | +91.1% | -40.3% | +131.5% | +127.3% |
| 10Y | +126.6% | +45.2% | +81.4% | +110.6% |
| All | +126.6% | +43.7% | +82.9% | +110.6% |
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