+46.7%
GSK vs FHN
+88.9%
-42.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.7% |
| 7D | -4.2% | +2.7% | -6.8% | -4.3% |
| 30D | -7.5% | -3.1% | -4.4% | -7.5% |
| 3M | -3.3% | +2.3% | -5.6% | -3.4% |
| 6M | -9.3% | +9.7% | -19.1% | -9.5% |
| YTD | +1.6% | +4.7% | -3.1% | +1.4% |
| 1Y | +25.5% | +13.8% | +11.7% | +25.1% |
| 3Y | +49.3% | +131.6% | -82.3% | +45.1% |
| 5Y | +46.7% | +91.1% | -44.5% | +41.4% |
| All | +46.7% | +88.9% | -42.3% | +41.4% |
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