+303.0%
FHN vs GWRE
+749.2%
-446.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | +0.7% |
| 7D | 0.0% | -26.2% | +26.2% | +6.0% |
| 30D | -2.6% | -17.8% | +15.2% | +0.5% |
| 3M | 0.0% | +14.2% | -14.2% | -4.8% |
| 6M | +9.2% | -12.9% | +22.1% | +8.8% |
| YTD | +4.3% | -29.2% | +33.6% | +8.5% |
| 1Y | +10.8% | -44.4% | +55.2% | +22.1% |
| 3Y | +130.7% | +51.1% | +79.6% | +89.9% |
| 5Y | +87.4% | +16.5% | +70.8% | +61.3% |
| 10Y | +126.9% | +131.6% | -4.7% | +57.1% |
| All | +303.0% | +749.2% | -446.2% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling