+9.3%
GEHC vs FHN
+14.9%
-5.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -7.6% | 0.0% | -7.7% | -7.6% |
| 30D | -10.7% | -2.6% | -8.1% | -10.2% |
| 3M | -1.2% | 0.0% | -1.3% | -1.4% |
| 6M | -13.7% | +9.2% | -23.0% | -15.3% |
| YTD | -20.4% | +4.3% | -24.8% | -21.3% |
| 1Y | -17.0% | +10.8% | -27.8% | -19.0% |
| 3Y | +0.9% | +130.7% | -129.8% | -10.3% |
| All | +9.3% | +14.9% | -5.6% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling