+837.6%
GLW vs FHN
+126.5%
+711.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.6% | +7.9% |
| 7D | +14.0% | +2.7% | +11.4% | +12.9% |
| 30D | +0.4% | -3.1% | +3.5% | +1.5% |
| 3M | -11.3% | +2.3% | -13.7% | -12.3% |
| 6M | +35.1% | +9.7% | +25.3% | +30.6% |
| YTD | +90.5% | +4.7% | +85.8% | +87.1% |
| 1Y | +132.0% | +13.8% | +118.3% | +120.4% |
| 3Y | +463.3% | +131.6% | +331.8% | +309.7% |
| 5Y | +382.5% | +91.1% | +291.4% | +240.2% |
| 10Y | +837.6% | +126.6% | +711.0% | +470.0% |
| All | +837.6% | +126.5% | +711.1% | +470.0% |
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