-39.0%
GIS vs FHN
+131.2%
-170.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | -3.4% | +2.1% | -5.5% | -3.4% |
| 30D | +6.9% | +3.8% | +3.1% | +6.9% |
| 3M | -10.1% | -8.9% | -1.2% | -10.2% |
| 6M | +5.9% | +1.8% | +4.0% | +5.9% |
| YTD | -21.1% | +0.6% | -21.7% | -21.1% |
| 1Y | -22.5% | +12.9% | -35.4% | -22.4% |
| 3Y | -39.0% | +126.4% | -165.4% | -38.1% |
| All | -39.0% | +131.2% | -170.2% | -38.1% |
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 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