+339.2%
GLW vs FHN
+131.2%
+208.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.5% |
| 7D | +7.7% | +2.1% | +5.6% | +6.9% |
| 30D | -18.8% | +3.8% | -22.6% | -20.0% |
| 3M | -27.7% | -8.9% | -18.8% | -25.0% |
| 6M | -44.4% | +1.8% | -46.3% | -44.9% |
| YTD | +31.3% | +0.6% | +30.7% | +30.4% |
| 1Y | +40.0% | +12.9% | +27.1% | +33.6% |
| 3Y | +339.2% | +126.4% | +212.9% | +230.4% |
| All | +339.2% | +131.2% | +208.0% | +230.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling