+3,093.2%
GLW vs FHN
+1,690.1%
+1,403.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.7% |
| 7D | -13.9% | -1.0% | -12.9% | -13.6% |
| 30D | -35.0% | +0.2% | -35.2% | -35.1% |
| 3M | -32.4% | -9.0% | -23.4% | -30.3% |
| 6M | -41.3% | -6.8% | -34.5% | -40.2% |
| YTD | +21.8% | -1.5% | +23.4% | +22.3% |
| 1Y | +21.8% | +10.9% | +10.9% | +17.8% |
| 3Y | +307.7% | +119.4% | +188.3% | +211.8% |
| 5Y | +213.7% | +57.5% | +156.2% | +148.3% |
| 10Y | +509.3% | +114.1% | +395.1% | +309.1% |
| All | +3,093.2% | +1,690.1% | +1,403.1% | +965.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling