+132.0%
GLW vs FHN
+13.8%
+118.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.6% | +8.0% |
| 7D | +14.0% | +2.7% | +11.4% | +12.6% |
| 30D | +0.4% | -3.1% | +3.5% | +1.8% |
| 3M | -11.3% | +2.3% | -13.7% | -12.4% |
| 6M | +35.1% | +9.7% | +25.3% | +29.0% |
| YTD | +90.5% | +4.7% | +85.8% | +83.9% |
| 1Y | +132.0% | +13.8% | +118.3% | +124.5% |
| All | +132.0% | +13.8% | +118.2% | +124.5% |
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