+1,719.0%
FHN vs COO
+5,493.5%
-3,774.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.9% |
| 7D | -0.5% | +4.3% | -4.8% | -0.9% |
| 30D | +1.9% | +17.6% | -15.6% | +0.3% |
| 3M | -6.9% | -13.9% | +6.9% | -5.8% |
| 6M | -3.1% | +6.6% | -9.6% | -4.0% |
| YTD | +0.6% | -22.0% | +22.6% | +2.8% |
| 1Y | +12.4% | -8.8% | +21.2% | +13.0% |
| 3Y | +133.7% | -21.5% | +155.2% | +137.6% |
| 5Y | +61.4% | -41.0% | +102.4% | +67.5% |
| 10Y | +97.9% | +40.9% | +57.0% | +91.5% |
| All | +1,719.0% | +5,493.5% | -3,774.5% | +1,411.2% |
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