-23.5%
GFS vs FHN
+60.0%
-83.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +17.2% | +1.3% | +16.0% | +16.7% |
| 30D | -8.7% | +2.8% | -11.5% | -9.6% |
| 3M | -19.7% | -8.9% | -10.7% | -16.9% |
| 6M | -40.7% | -0.7% | -40.0% | -40.6% |
| YTD | +22.5% | +0.1% | +22.5% | +22.1% |
| 1Y | +25.2% | +10.4% | +14.8% | +20.5% |
| 3Y | -17.7% | +128.8% | -146.5% | -35.2% |
| 5Y | -23.5% | +61.5% | -85.0% | -37.1% |
| All | -23.5% | +60.0% | -83.5% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling