+45.2%
FHB vs SPY
+312.5%
-267.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -0.5% | -0.4% | -0.2% | -0.2% |
| 30D | -5.2% | -1.4% | -3.8% | -4.0% |
| 3M | -7.2% | +3.7% | -10.9% | -10.6% |
| 6M | +7.0% | +13.0% | -6.0% | -5.1% |
| YTD | +4.2% | +12.4% | -8.2% | -7.0% |
| 1Y | +3.7% | +18.5% | -14.8% | -12.1% |
| 3Y | +59.3% | +77.6% | -18.4% | -8.3% |
| 5Y | +19.2% | +81.7% | -62.5% | -33.1% |
| 10Y | +45.2% | +319.7% | -274.5% | -63.3% |
| All | +45.2% | +312.5% | -267.3% | -63.3% |
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