+20.8%
GEN vs FHN
+90.8%
-70.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.7% | -2.5% |
| 7D | -0.7% | +2.7% | -3.4% | -1.2% |
| 30D | +2.6% | -3.1% | +5.7% | +3.3% |
| 3M | +15.8% | +2.3% | +13.4% | +15.1% |
| 6M | +33.1% | +9.7% | +23.4% | +30.2% |
| YTD | +11.3% | +4.7% | +6.6% | +9.8% |
| 1Y | +1.7% | +13.8% | -12.1% | -1.8% |
| 3Y | +58.1% | +131.6% | -73.4% | +31.5% |
| All | +20.8% | +90.8% | -70.0% | -1.2% |
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 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