+4.5%
FHB vs SPY
+19.3%
-14.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.6% |
| 7D | +2.2% | +0.5% | +1.7% | +1.8% |
| 30D | -5.2% | -0.9% | -4.3% | -4.6% |
| 3M | -5.4% | +3.9% | -9.3% | -7.9% |
| 6M | +7.5% | +14.5% | -7.0% | -4.1% |
| YTD | +5.1% | +12.9% | -7.9% | -4.9% |
| All | +4.5% | +19.3% | -14.8% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling