+20.1%
FHB vs SPY
+81.8%
-61.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.5% |
| 7D | +2.2% | +0.5% | +1.7% | +1.7% |
| 30D | -5.2% | -0.9% | -4.3% | -4.4% |
| 3M | -5.4% | +3.9% | -9.3% | -8.8% |
| 6M | +7.5% | +14.5% | -7.0% | -5.3% |
| YTD | +5.1% | +12.9% | -7.9% | -6.1% |
| 1Y | +4.2% | +19.4% | -15.1% | -11.5% |
| 3Y | +60.5% | +78.5% | -18.0% | -5.1% |
| 5Y | +20.1% | +81.8% | -61.7% | -31.1% |
| All | +20.1% | +81.8% | -61.7% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling