+393.9%
GH vs FHN
+89.6%
+304.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | -3.7% | -2.6% | -1.0% | -3.1% |
| 3M | +21.7% | +0.8% | +20.8% | +21.3% |
| 6M | +75.7% | +9.2% | +66.5% | +71.5% |
| YTD | +55.7% | +5.1% | +50.6% | +53.5% |
| 1Y | +181.1% | +12.2% | +168.9% | +171.0% |
| 3Y | +371.6% | +132.4% | +239.2% | +280.8% |
| 5Y | +23.2% | +91.1% | -67.9% | 0.0% |
| All | +393.9% | +89.6% | +304.3% | +233.3% |
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