+7.4%
HAL vs FHN
+125.8%
-118.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -1.3% | 0.0% | -1.4% | -1.4% |
| 30D | +10.9% | -2.6% | +13.5% | +12.4% |
| 3M | -5.8% | 0.0% | -5.9% | -6.4% |
| 6M | +8.1% | +9.2% | -1.1% | +1.4% |
| YTD | +33.2% | +4.3% | +28.9% | +27.8% |
| 1Y | +74.2% | +10.8% | +63.4% | +60.0% |
| 3Y | -3.7% | +130.7% | -134.4% | -45.5% |
| 5Y | +111.9% | +87.4% | +24.5% | +14.9% |
| 10Y | +7.4% | +126.9% | -119.5% | -52.5% |
| All | +7.4% | +125.8% | -118.4% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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