+8,064.2%
GEN vs FHN
+1,728.2%
+6,336.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +28.2% | +1.9% | +26.2% | +27.6% |
| 3M | +2.6% | -6.9% | +9.6% | +4.5% |
| 6M | +32.7% | -3.1% | +35.7% | +33.5% |
| YTD | +11.3% | +0.6% | +10.7% | +10.7% |
| 1Y | +17.9% | +12.4% | +5.6% | +14.2% |
| 3Y | +66.3% | +133.7% | -67.4% | +32.3% |
| 5Y | +31.7% | +61.4% | -29.7% | +9.5% |
| 10Y | +150.0% | +97.9% | +52.2% | +79.3% |
| All | +8,064.2% | +1,728.2% | +6,336.1% | +2,190.7% |
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