-10.6%
GAP vs FHN
+11.9%
-22.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.3% |
| 7D | -1.9% | +2.1% | -4.0% | -3.5% |
| 30D | -7.1% | +3.8% | -10.9% | -9.5% |
| 3M | +4.1% | -8.9% | +13.0% | +12.1% |
| 6M | +1.9% | +1.8% | +0.1% | -1.3% |
| YTD | -15.2% | +0.6% | -15.8% | -16.8% |
| 1Y | -10.6% | +12.9% | -23.6% | -20.5% |
| All | -10.6% | +11.9% | -22.5% | -20.5% |
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