+231.1%
GM vs FHN
+128.3%
+102.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.4% | -1.2% | -1.2% | -1.9% |
| 30D | -1.1% | -4.8% | +3.7% | +1.1% |
| 3M | +6.1% | -0.7% | +6.8% | +6.2% |
| 6M | +15.0% | +10.6% | +4.3% | +9.5% |
| YTD | +6.0% | +4.6% | +1.4% | +3.4% |
| 1Y | +47.1% | +11.4% | +35.7% | +38.8% |
| 3Y | +170.5% | +132.3% | +38.2% | +75.9% |
| 5Y | +80.5% | +90.2% | -9.7% | +14.2% |
| All | +231.1% | +128.3% | +102.8% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling