+557.4%
GWW vs FHN
+129.4%
+427.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | -2.3% | -2.6% | +0.3% | -1.6% |
| 3M | -3.3% | +0.8% | -4.2% | -3.7% |
| 6M | +15.4% | +9.2% | +6.2% | +12.3% |
| YTD | +26.7% | +5.1% | +21.6% | +24.6% |
| 1Y | +29.0% | +12.2% | +16.8% | +24.1% |
| 3Y | +89.0% | +132.4% | -43.4% | +45.6% |
| 5Y | +221.8% | +91.1% | +130.7% | +142.5% |
| All | +557.4% | +129.4% | +427.9% | +318.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling