+632.4%
GEV vs FHN
+78.1%
+554.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.9% |
| 7D | +1.6% | -1.2% | +2.8% | +2.3% |
| 30D | -7.9% | -4.8% | -3.2% | -5.2% |
| 3M | +5.6% | -0.7% | +6.3% | +5.6% |
| 6M | +13.1% | +10.6% | +2.4% | +5.7% |
| YTD | +46.7% | +4.6% | +42.1% | +40.9% |
| 1Y | +51.3% | +11.4% | +39.9% | +39.2% |
| All | +632.4% | +78.1% | +554.4% | +470.7% |
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 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