+12.0%
GEHC vs FHN
+15.3%
-3.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | -5.2% | +2.7% | -7.8% | -5.7% |
| 30D | -7.0% | -3.1% | -3.9% | -6.4% |
| 3M | +3.3% | +2.3% | +1.0% | +2.7% |
| 6M | -10.0% | +9.7% | -19.7% | -11.7% |
| YTD | -18.5% | +4.7% | -23.2% | -19.4% |
| 1Y | -14.4% | +13.8% | -28.2% | -16.9% |
| 3Y | +3.4% | +131.6% | -128.1% | -8.2% |
| All | +12.0% | +15.3% | -3.3% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling