-0.5%
GNRC vs FHN
+11.5%
-12.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | -0.2% | -1.2% | +1.0% | +0.3% |
| 30D | -15.7% | -4.8% | -10.9% | -14.0% |
| 3M | -27.3% | -0.7% | -26.6% | -27.2% |
| 6M | -12.1% | +10.6% | -22.7% | -16.0% |
| YTD | +37.1% | +4.6% | +32.5% | +32.2% |
| 1Y | -0.5% | +11.4% | -11.8% | -9.1% |
| All | -0.5% | +11.5% | -12.0% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling