+19.6%
GRMN vs FHN
+11.5%
+8.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | +2.4% | -1.2% | +3.6% | +2.9% |
| 30D | -8.5% | -4.8% | -3.7% | -6.9% |
| 3M | +19.5% | -0.7% | +20.2% | +19.4% |
| 6M | +21.2% | +10.6% | +10.6% | +16.2% |
| YTD | +41.0% | +4.6% | +36.4% | +37.1% |
| 1Y | +19.6% | +11.4% | +8.2% | +14.6% |
| All | +19.6% | +11.5% | +8.1% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling