+24.9%
FHB vs SPY
+307.0%
-282.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | -0.7% | +2.6% | -3.3% | -3.1% |
| 30D | +1.8% | -2.0% | +3.8% | +3.5% |
| 3M | -10.1% | -2.8% | -7.4% | -8.0% |
| 6M | -3.2% | +2.1% | -5.4% | -5.7% |
| YTD | +0.9% | +11.5% | -10.5% | -9.5% |
| 1Y | +5.1% | +13.5% | -8.3% | -7.4% |
| 3Y | +55.8% | +77.7% | -21.9% | -10.5% |
| 5Y | +8.1% | +72.6% | -64.6% | -36.5% |
| All | +24.9% | +307.0% | -282.1% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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