+39.7%
GLW vs FHN
+11.9%
+27.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.8% |
| 7D | +7.5% | +2.1% | +5.4% | +6.2% |
| 30D | -19.0% | +3.8% | -22.8% | -20.7% |
| 3M | -27.9% | -8.9% | -19.0% | -23.7% |
| 6M | -44.6% | +1.8% | -46.4% | -45.5% |
| YTD | +31.0% | +0.6% | +30.4% | +25.6% |
| 1Y | +39.7% | +12.9% | +26.8% | +26.0% |
| All | +39.7% | +11.9% | +27.8% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling