+2,895.1%
GE vs FHN
+1,730.5%
+1,164.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +5.4% | +0.9% | +4.5% | +5.1% |
| 30D | +9.6% | +2.1% | +7.6% | +8.9% |
| 3M | -7.7% | -6.0% | -1.7% | -5.7% |
| 6M | +14.0% | -2.9% | +17.0% | +15.2% |
| YTD | +10.2% | +0.7% | +9.5% | +9.9% |
| 1Y | +8.9% | +11.0% | -2.1% | +4.9% |
| 3Y | +273.7% | +130.3% | +143.4% | +172.9% |
| 5Y | +410.2% | +61.3% | +348.9% | +291.0% |
| 10Y | +157.4% | +89.6% | +67.8% | +76.8% |
| All | +2,895.1% | +1,730.5% | +1,164.6% | +791.7% |
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