+542.4%
GLW vs FHN
+106.3%
+436.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.1% | +7.1% | +8.5% |
| 7D | -5.9% | -0.5% | -5.4% | -5.6% |
| 30D | -26.0% | +1.9% | -27.9% | -26.5% |
| 3M | -29.9% | -6.9% | -22.9% | -28.0% |
| 6M | -37.8% | -3.1% | -34.7% | -37.2% |
| YTD | +33.1% | +0.6% | +32.5% | +32.6% |
| 1Y | +36.8% | +12.4% | +24.5% | +31.2% |
| 3Y | +356.1% | +133.7% | +222.4% | +231.1% |
| 5Y | +243.8% | +61.4% | +182.4% | +160.4% |
| 10Y | +542.4% | +97.9% | +444.5% | +327.0% |
| All | +542.4% | +106.3% | +436.1% | +327.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling