+2,883.5%
GE vs FHN
+1,824.4%
+1,059.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | -11.6% | -4.7% | -6.9% | -10.1% |
| 3M | +3.0% | +3.5% | -0.5% | +1.7% |
| 6M | -0.5% | +7.8% | -8.3% | -3.0% |
| YTD | +9.7% | +5.9% | +3.9% | +7.6% |
| 1Y | +20.0% | +12.5% | +7.6% | +14.6% |
| 3Y | +275.8% | +117.2% | +158.6% | +179.0% |
| 5Y | +429.1% | +86.5% | +342.5% | +285.1% |
| 10Y | +151.2% | +125.7% | +25.4% | +62.6% |
| All | +2,883.5% | +1,824.4% | +1,059.1% | +773.0% |
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 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