+8.1%
FHB vs SPY
+67.4%
-59.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -0.9% | -2.7% | +1.8% | +1.4% |
| 30D | +1.4% | -5.4% | +6.8% | +6.2% |
| 3M | -8.5% | -4.1% | -4.4% | -5.3% |
| 6M | -7.8% | +0.7% | -8.5% | -8.9% |
| YTD | +1.7% | +8.7% | -7.0% | -6.2% |
| 1Y | +6.5% | +10.9% | -4.4% | -3.6% |
| 3Y | +51.0% | +75.0% | -24.0% | -9.0% |
| All | +8.1% | +67.4% | -59.3% | -33.6% |
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