+5.8%
GAP vs FHN
+90.1%
-84.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.4% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -0.7% | -2.6% | +1.9% | +0.5% |
| 3M | -0.5% | 0.0% | -0.5% | -0.6% |
| 6M | -5.0% | +9.2% | -14.2% | -8.7% |
| YTD | -14.7% | +4.3% | -19.0% | -16.2% |
| 1Y | -8.6% | +10.8% | -19.4% | -12.9% |
| 3Y | +108.4% | +130.7% | -22.4% | +49.6% |
| 5Y | +5.8% | +87.4% | -81.6% | -28.0% |
| All | +5.8% | +90.1% | -84.3% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling