+10.9%
FHN vs COO
-8.8%
+19.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.6% |
| 7D | -0.5% | +4.3% | -4.8% | -1.3% |
| 30D | +1.9% | +17.6% | -15.6% | -1.0% |
| 3M | -6.9% | -13.9% | +6.9% | -3.0% |
| 6M | -3.1% | +6.6% | -9.6% | -6.5% |
| YTD | +0.6% | -22.0% | +22.6% | +10.2% |
| All | +10.9% | -8.8% | +19.7% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling