+2,765.1%
GE vs FHN
+1,690.1%
+1,075.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +7.1% | -1.0% | +8.1% | +7.5% |
| 30D | +6.5% | +0.2% | +6.2% | +6.4% |
| 3M | -13.6% | -9.0% | -4.6% | -10.7% |
| 6M | +6.0% | -6.8% | +12.8% | +8.5% |
| YTD | +5.4% | -1.5% | +6.9% | +5.9% |
| 1Y | +6.5% | +10.9% | -4.5% | +2.5% |
| 3Y | +268.6% | +119.4% | +149.2% | +173.6% |
| 5Y | +389.0% | +57.5% | +331.5% | +277.8% |
| 10Y | +163.3% | +114.1% | +49.2% | +73.8% |
| All | +2,765.1% | +1,690.1% | +1,075.0% | +759.5% |
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 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