-58.6%
GNRC vs FHN
+89.3%
-147.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -15.8% | -2.6% | -13.2% | -15.1% |
| 3M | -24.0% | +0.8% | -24.9% | -24.3% |
| 6M | -13.8% | +9.2% | -23.0% | -16.3% |
| YTD | +33.2% | +5.1% | +28.1% | +30.8% |
| 1Y | -1.8% | +12.2% | -14.0% | -5.9% |
| 3Y | +57.7% | +132.4% | -74.7% | +23.2% |
| All | -58.6% | +89.3% | -147.9% | -67.2% |
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