+387.8%
GH vs FHN
+129.0%
+258.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -2.6% | -2.6% | -0.1% | -1.4% |
| 3M | +25.1% | 0.0% | +25.1% | +24.7% |
| 6M | +78.5% | +9.2% | +69.2% | +69.1% |
| YTD | +59.4% | +4.3% | +55.0% | +54.7% |
| 1Y | +173.9% | +10.8% | +163.1% | +153.8% |
| All | +387.8% | +129.0% | +258.8% | +151.8% |
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