+125.5%
FHN vs GWRE
+131.0%
-5.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -1.2% | -13.2% | +12.0% | +1.5% |
| 30D | -4.8% | -18.6% | +13.8% | -1.8% |
| 3M | -0.7% | +18.9% | -19.6% | -6.2% |
| 6M | +10.6% | -11.0% | +21.6% | +9.6% |
| YTD | +4.6% | -29.9% | +34.5% | +9.3% |
| 1Y | +11.4% | -44.3% | +55.7% | +23.2% |
| 3Y | +132.3% | +51.7% | +80.6% | +88.0% |
| 5Y | +90.2% | +15.4% | +74.7% | +66.0% |
| All | +125.5% | +131.0% | -5.5% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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