+1,681.2%
FHN vs COO
+5,356.1%
-3,675.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.2% |
| 7D | -1.0% | +4.7% | -5.7% | -1.5% |
| 30D | +0.2% | +13.9% | -13.7% | -1.1% |
| 3M | -9.0% | -14.9% | +6.0% | -7.7% |
| 6M | -6.8% | +2.0% | -8.9% | -7.3% |
| YTD | -1.5% | -23.9% | +22.4% | +0.9% |
| 1Y | +10.9% | -9.6% | +20.6% | +11.7% |
| 3Y | +119.4% | -25.4% | +144.8% | +124.2% |
| 5Y | +57.5% | -41.2% | +98.7% | +63.6% |
| 10Y | +114.1% | +42.1% | +72.0% | +107.2% |
| All | +1,681.2% | +5,356.1% | -3,675.0% | +1,383.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling