+627.7%
GEV vs FHN
+77.6%
+550.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +3.2% | 0.0% | +3.1% | +3.1% |
| 30D | -4.0% | -2.6% | -1.4% | -2.5% |
| 3M | +3.4% | 0.0% | +3.4% | +2.9% |
| 6M | +14.7% | +9.2% | +5.5% | +8.0% |
| YTD | +45.8% | +4.3% | +41.4% | +40.2% |
| 1Y | +57.4% | +10.8% | +46.6% | +45.3% |
| All | +627.7% | +77.6% | +550.0% | +467.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling