+61.7%
FHN vs COO
-40.4%
+102.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +2.1% | +0.5% | +1.7% | +2.0% |
| 30D | +3.8% | +14.2% | -10.4% | +0.4% |
| 3M | -8.9% | -18.2% | +9.3% | -4.5% |
| 6M | +1.8% | +5.3% | -3.5% | -0.7% |
| YTD | +0.6% | -23.6% | +24.1% | +7.1% |
| 1Y | +12.9% | -12.7% | +25.6% | +15.9% |
| 3Y | +126.4% | -24.2% | +150.6% | +137.2% |
| All | +61.7% | -40.4% | +102.1% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling