+8,297.1%
GEN vs FHN
+1,824.4%
+6,472.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.2% | +1.2% | -2.4% | -1.5% |
| 30D | +10.1% | -4.7% | +14.8% | +11.4% |
| 3M | +16.1% | +3.5% | +12.5% | +15.0% |
| 6M | +38.9% | +7.8% | +31.0% | +36.0% |
| YTD | +14.4% | +5.9% | +8.6% | +12.4% |
| 1Y | +5.9% | +12.5% | -6.6% | +2.2% |
| 3Y | +58.8% | +117.2% | -58.4% | +28.4% |
| 5Y | +24.7% | +86.5% | -61.9% | -0.2% |
| 10Y | +163.1% | +125.7% | +37.3% | +82.0% |
| All | +8,297.1% | +1,824.4% | +6,472.7% | +2,225.5% |
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