+2,202.2%
GAP vs FHN
+1,824.4%
+377.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.5% | +1.2% | -5.6% | -4.9% |
| 30D | +9.0% | -4.7% | +13.7% | +10.9% |
| 3M | +5.0% | +3.5% | +1.4% | +3.6% |
| 6M | -17.8% | +7.8% | -25.6% | -19.9% |
| YTD | -10.4% | +5.9% | -16.3% | -12.1% |
| 1Y | -3.4% | +12.5% | -15.9% | -7.5% |
| 3Y | +111.5% | +117.2% | -5.7% | +59.9% |
| 5Y | +8.8% | +86.5% | -77.7% | -17.5% |
| 10Y | +32.9% | +125.7% | -92.8% | -5.6% |
| All | +2,202.2% | +1,824.4% | +377.8% | +553.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling