+50.6%
FHB vs SPY
+313.2%
-262.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.8% |
| 7D | -3.9% | -0.9% | -3.0% | -3.1% |
| 30D | +1.0% | -2.4% | +3.3% | +3.0% |
| 3M | -8.6% | -1.2% | -7.5% | -7.8% |
| 6M | -5.2% | +3.3% | -8.5% | -8.6% |
| YTD | +1.2% | +12.3% | -11.1% | -9.8% |
| 1Y | +4.0% | +12.4% | -8.4% | -7.5% |
| 3Y | +55.3% | +78.8% | -23.5% | -11.1% |
| 5Y | +7.5% | +75.2% | -67.7% | -37.5% |
| 10Y | +29.7% | +311.1% | -281.4% | -65.1% |
| All | +50.6% | +313.2% | -262.6% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling