+75.0%
GRMN vs FHN
+90.1%
-15.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -13.1% | -2.6% | -10.5% | -12.6% |
| 3M | +14.9% | 0.0% | +14.9% | +14.8% |
| 6M | +13.1% | +9.2% | +3.9% | +11.0% |
| YTD | +35.3% | +4.3% | +30.9% | +33.8% |
| 1Y | +16.0% | +10.8% | +5.2% | +13.2% |
| 3Y | +179.6% | +130.7% | +48.9% | +150.4% |
| 5Y | +75.0% | +87.4% | -12.3% | +56.6% |
| All | +75.0% | +90.1% | -15.1% | +56.6% |
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 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