+81.6%
GM vs FHN
+87.6%
-6.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | -3.4% | -2.6% | -0.8% | -2.7% |
| 3M | +8.7% | +0.8% | +7.8% | +8.2% |
| 6M | +15.4% | +9.2% | +6.2% | +12.1% |
| YTD | +6.6% | +5.1% | +1.5% | +4.7% |
| 1Y | +51.5% | +12.2% | +39.3% | +45.4% |
| 3Y | +169.3% | +132.4% | +36.9% | +109.3% |
| 5Y | +81.6% | +91.1% | -9.5% | +32.2% |
| All | +81.6% | +87.6% | -6.1% | +32.2% |
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