+13,447.0%
GOOG vs FHN
+5.9%
+13,441.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +1.1% | +2.7% | -1.6% | +0.5% |
| 30D | -5.1% | -3.1% | -2.0% | -4.4% |
| 3M | -7.1% | +2.3% | -9.4% | -7.7% |
| 6M | +12.7% | +9.7% | +2.9% | +10.2% |
| YTD | +7.1% | +4.7% | +2.4% | +5.7% |
| 1Y | +43.6% | +13.8% | +29.8% | +38.6% |
| 3Y | +146.8% | +131.6% | +15.2% | +99.4% |
| 5Y | +133.7% | +91.1% | +42.5% | +87.6% |
| 10Y | +773.3% | +126.6% | +646.7% | +521.0% |
| All | +13,447.0% | +5.9% | +13,441.0% | +10,072.5% |
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