-19.9%
GFS vs FHN
+132.7%
-152.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +1.0% | +1.2% | -0.2% | +0.3% |
| 30D | -8.6% | -4.7% | -3.9% | -6.2% |
| 3M | -46.5% | +3.5% | -50.1% | -47.7% |
| 6M | -4.8% | +7.8% | -12.6% | -8.9% |
| YTD | +29.7% | +5.9% | +23.8% | +24.5% |
| 1Y | +35.8% | +12.5% | +23.4% | +25.3% |
| All | -19.9% | +132.7% | -152.6% | -50.1% |
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