+401.3%
GH vs FHN
+90.9%
+310.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -0.1% | +1.2% | -1.2% | -0.4% |
| 30D | -1.1% | -4.7% | +3.6% | +0.2% |
| 3M | +21.3% | +3.5% | +17.8% | +20.0% |
| 6M | +73.5% | +7.8% | +65.7% | +69.9% |
| YTD | +58.0% | +5.9% | +52.2% | +55.5% |
| 1Y | +163.1% | +12.5% | +150.6% | +153.4% |
| 3Y | +361.0% | +117.2% | +243.8% | +277.1% |
| 5Y | +22.5% | +86.5% | -64.0% | 0.0% |
| All | +401.3% | +90.9% | +310.3% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling