+740.7%
GOOGL vs FHN
+129.4%
+611.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -3.2% | -2.6% | -0.6% | -2.7% |
| 3M | -6.6% | +0.8% | -7.5% | -6.9% |
| 6M | +8.5% | +9.2% | -0.8% | +6.5% |
| YTD | +6.5% | +5.1% | +1.4% | +5.2% |
| 1Y | +39.4% | +12.2% | +27.2% | +35.6% |
| 3Y | +146.2% | +132.4% | +13.8% | +105.4% |
| 5Y | +138.3% | +91.1% | +47.3% | +97.5% |
| All | +740.7% | +129.4% | +611.2% | +544.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling