+37.3%
GEHC vs FHN
+10.2%
+27.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.3% | +1.3% | -3.5% | -2.5% |
| 30D | +19.0% | +2.8% | +16.2% | +18.4% |
| 3M | +13.3% | -8.9% | +22.2% | +15.4% |
| 6M | +31.5% | -0.7% | +32.2% | +31.5% |
| YTD | 0.0% | +0.1% | -0.1% | -0.3% |
| 1Y | +9.4% | +10.4% | -1.0% | +7.1% |
| 3Y | +18.3% | +128.8% | -110.5% | +5.8% |
| All | +37.3% | +10.2% | +27.1% | +20.0% |
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 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