+57.9%
FHN vs FGI
-66.3%
+124.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.6% |
| 7D | +1.3% | +13.5% | -12.3% | +1.0% |
| 30D | +2.8% | +17.1% | -14.3% | +2.5% |
| 3M | -8.9% | +78.0% | -86.9% | -10.8% |
| 6M | -0.7% | +46.4% | -47.1% | -2.6% |
| YTD | +0.1% | +47.7% | -47.6% | -3.0% |
| 1Y | +10.4% | +56.8% | -46.4% | +6.5% |
| 3Y | +128.8% | +12.3% | +116.5% | +119.6% |
| All | +57.9% | -66.3% | +124.2% | +54.4% |
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