+1,814.8%
FHN vs COO
+5,988.7%
-4,173.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +1.2% | -2.2% | +3.4% | +1.4% |
| 30D | -4.7% | -7.0% | +2.3% | -4.0% |
| 3M | +3.5% | +12.2% | -8.7% | +2.2% |
| 6M | +7.8% | -15.1% | +22.9% | +9.5% |
| YTD | +5.9% | -15.1% | +21.0% | +7.5% |
| 1Y | +12.5% | +2.3% | +10.1% | +12.0% |
| 3Y | +117.2% | -23.7% | +140.9% | +121.8% |
| 5Y | +86.5% | -38.9% | +125.5% | +93.4% |
| 10Y | +125.7% | +49.9% | +75.8% | +117.4% |
| All | +1,814.8% | +5,988.7% | -4,173.9% | +1,480.7% |
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