+232.7%
GLW vs FHN
+61.2%
+171.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | +7.7% | +2.1% | +5.6% | +7.2% |
| 30D | -18.8% | +3.8% | -22.6% | -19.5% |
| 3M | -27.7% | -8.9% | -18.8% | -26.1% |
| 6M | -44.4% | +1.8% | -46.3% | -44.7% |
| YTD | +31.3% | +0.6% | +30.7% | +31.0% |
| 1Y | +40.0% | +12.9% | +27.1% | +36.3% |
| 3Y | +339.2% | +126.4% | +212.9% | +278.2% |
| All | +232.7% | +61.2% | +171.6% | +192.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling