+27.7%
GEN vs FHN
+56.9%
-29.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | +2.3% | -1.0% | +3.3% | +2.5% |
| 30D | +33.1% | +0.2% | +32.8% | +33.1% |
| 3M | +6.5% | -9.0% | +15.5% | +8.7% |
| 6M | +53.8% | -6.8% | +60.6% | +56.0% |
| YTD | +11.2% | -1.5% | +12.7% | +11.3% |
| 1Y | +19.4% | +10.9% | +8.4% | +16.3% |
| 3Y | +81.0% | +119.4% | -38.3% | +53.0% |
| All | +27.7% | +56.9% | -29.2% | +11.9% |
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