+15.5%
GEHC vs FHN
+16.5%
-1.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -4.0% | +1.2% | -5.2% | -4.2% |
| 30D | -2.0% | -4.7% | +2.7% | -1.1% |
| 3M | +8.0% | +3.5% | +4.4% | +7.0% |
| 6M | -12.8% | +7.8% | -20.6% | -14.2% |
| YTD | -15.9% | +5.9% | -21.8% | -17.1% |
| 1Y | -6.9% | +12.5% | -19.4% | -9.4% |
| 3Y | 0.0% | +117.2% | -117.3% | -11.0% |
| All | +15.5% | +16.5% | -1.1% | -0.3% |
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 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