+554.2%
GLW vs FHN
+80.9%
+473.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +15.5% | +1.3% | +14.3% | +15.1% |
| 30D | -19.6% | +2.8% | -22.4% | -20.3% |
| 3M | -28.5% | -8.9% | -19.6% | -26.1% |
| 6M | -39.5% | -0.7% | -38.8% | -39.5% |
| YTD | +37.2% | +0.1% | +37.1% | +36.9% |
| 1Y | +35.4% | +10.4% | +25.0% | +30.6% |
| 3Y | +359.7% | +128.8% | +230.9% | +236.0% |
| 5Y | +244.0% | +61.5% | +182.5% | +160.2% |
| All | +554.2% | +80.9% | +473.3% | +325.6% |
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 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