-50.7%
GFS vs FHN
-5.0%
-45.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.6% | -7.3% | -8.8% |
| 7D | -20.7% | -2.3% | -18.4% | -19.7% |
| 30D | -25.2% | -0.9% | -24.3% | -24.7% |
| 3M | -26.3% | -11.0% | -15.3% | -24.0% |
| 6M | -50.7% | -5.4% | -45.3% | -49.1% |
| All | -50.7% | -5.0% | -45.7% | -49.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling