+381.9%
GDDY vs FHN
+148.3%
+233.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.8% |
| 7D | -7.0% | -0.8% | -6.2% | -6.8% |
| 30D | +6.2% | -2.6% | +8.8% | +6.8% |
| 3M | +20.0% | +0.8% | +19.2% | +19.7% |
| 6M | +6.8% | +9.2% | -2.4% | +4.5% |
| YTD | -22.3% | +5.1% | -27.4% | -23.5% |
| 1Y | -33.5% | +12.2% | -45.7% | -35.6% |
| 3Y | +29.2% | +132.4% | -103.2% | +4.5% |
| 5Y | +28.1% | +91.1% | -63.0% | +2.3% |
| 10Y | +200.2% | +128.5% | +71.7% | +94.6% |
| All | +381.9% | +148.3% | +233.6% | +240.1% |
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