-35.4%
GIS vs FHN
+129.0%
-164.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -8.6% | 0.0% | -8.6% | -8.6% |
| 30D | -0.5% | -2.6% | +2.1% | -0.5% |
| 3M | +11.9% | 0.0% | +11.9% | +11.9% |
| 6M | -11.6% | +9.2% | -20.8% | -11.5% |
| YTD | -16.3% | +4.3% | -20.7% | -16.3% |
| 1Y | -21.8% | +10.8% | -32.5% | -21.7% |
| All | -35.4% | +129.0% | -164.4% | -34.9% |
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