+13,507.3%
GOOGL vs FHN
+7.1%
+13,500.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.3% | +1.2% | -3.5% | -2.5% |
| 30D | -6.6% | -4.7% | -1.9% | -5.6% |
| 3M | -8.9% | +3.5% | -12.5% | -9.8% |
| 6M | +11.9% | +7.8% | +4.1% | +9.8% |
| YTD | +8.3% | +5.9% | +2.5% | +6.6% |
| 1Y | +46.2% | +12.5% | +33.7% | +41.5% |
| 3Y | +151.9% | +117.2% | +34.7% | +106.5% |
| 5Y | +137.7% | +86.5% | +51.2% | +92.0% |
| 10Y | +757.6% | +125.7% | +631.8% | +510.4% |
| All | +13,507.3% | +7.1% | +13,500.2% | +10,093.0% |
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