+238.7%
GM vs FHN
+271.8%
-33.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -1.7% |
| 7D | +0.4% | +2.7% | -2.3% | -0.9% |
| 30D | -1.8% | -3.1% | +1.3% | -0.5% |
| 3M | +2.6% | +2.3% | +0.3% | +1.2% |
| 6M | +14.6% | +9.7% | +4.8% | +9.3% |
| YTD | +6.2% | +4.7% | +1.5% | +3.5% |
| 1Y | +48.7% | +13.8% | +34.9% | +38.5% |
| 3Y | +168.3% | +131.6% | +36.8% | +72.3% |
| 5Y | +82.8% | +91.1% | -8.4% | +14.5% |
| 10Y | +226.2% | +126.6% | +99.6% | +68.3% |
| All | +238.7% | +271.8% | -33.0% | +23.7% |
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