-4.3%
GAP vs FHN
+13.7%
-18.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.5% |
| 7D | +1.7% | +2.7% | -0.9% | 0.0% |
| 30D | +9.3% | -3.1% | +12.4% | +11.4% |
| 3M | +6.1% | +2.3% | +3.7% | +3.9% |
| 6M | -2.3% | +9.7% | -12.0% | -8.3% |
| YTD | -10.6% | +4.7% | -15.3% | -13.3% |
| All | -4.3% | +13.7% | -18.0% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling