+149.5%
GOOGL vs FHN
+129.8%
+19.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +1.1% | +2.7% | -1.6% | +0.4% |
| 30D | -4.4% | -3.1% | -1.3% | -3.8% |
| 3M | -6.8% | +2.3% | -9.2% | -7.5% |
| 6M | +13.6% | +9.7% | +3.8% | +11.0% |
| YTD | +8.3% | +4.7% | +3.6% | +6.8% |
| 1Y | +44.9% | +13.8% | +31.2% | +39.7% |
| All | +149.5% | +129.8% | +19.7% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling