+58.7%
FHN vs FGI
-68.3%
+127.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | -0.2% |
| 7D | -0.9% | +6.9% | -7.8% | -1.0% |
| 30D | +2.0% | +3.9% | -1.9% | +1.9% |
| 3M | -6.8% | +74.3% | -81.1% | -8.7% |
| 6M | -0.8% | +28.9% | -29.7% | -2.4% |
| YTD | +0.6% | +39.1% | -38.5% | -2.4% |
| 1Y | +11.5% | +49.3% | -37.8% | +7.7% |
| 3Y | +130.0% | +5.7% | +124.2% | +121.0% |
| All | +58.7% | -68.3% | +127.0% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling