+371.1%
GH vs FHN
+81.4%
+289.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.2% |
| 7D | +0.6% | +2.1% | -1.6% | 0.0% |
| 30D | -6.9% | +3.8% | -10.7% | -7.9% |
| 3M | -4.9% | -8.9% | +4.0% | -2.5% |
| 6M | +54.1% | +1.8% | +52.2% | +53.3% |
| YTD | +48.5% | +0.6% | +47.9% | +48.2% |
| 1Y | +61.2% | +12.9% | +48.2% | +55.6% |
| 3Y | +570.3% | +126.4% | +444.0% | +445.8% |
| 5Y | +46.1% | +62.3% | -16.1% | +23.8% |
| All | +371.1% | +81.4% | +289.7% | +221.8% |
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 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