+103.2%
GOOGL vs FHN
+61.0%
+42.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +1.6% | -0.9% | +2.4% | +1.7% |
| 30D | -16.8% | +2.0% | -18.8% | -17.1% |
| 3M | -14.6% | -6.8% | -7.8% | -13.7% |
| 6M | -24.4% | -0.8% | -23.6% | -24.4% |
| YTD | -6.1% | +0.6% | -6.6% | -6.4% |
| 1Y | +1.0% | +11.5% | -10.5% | -0.9% |
| 3Y | +123.4% | +130.0% | -6.6% | +100.5% |
| 5Y | +103.2% | +60.8% | +42.4% | +88.7% |
| All | +103.2% | +61.0% | +42.2% | +88.7% |
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