+157.2%
GEN vs FHN
+81.8%
+75.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +2.0% | +2.1% | -0.1% | +1.7% |
| 30D | +27.7% | +3.8% | +23.9% | +26.9% |
| 3M | +3.3% | -8.9% | +12.2% | +5.0% |
| 6M | +31.8% | +1.8% | +30.0% | +31.3% |
| YTD | +13.5% | +0.6% | +12.9% | +13.1% |
| 1Y | +16.0% | +12.9% | +3.1% | +13.2% |
| 3Y | +70.6% | +126.4% | -55.8% | +46.7% |
| 5Y | +32.1% | +62.3% | -30.2% | +16.7% |
| All | +157.2% | +81.8% | +75.4% | +120.2% |
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