-9.7%
HAL vs FHN
+129.2%
-138.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.7% |
| 7D | -7.9% | -0.5% | -7.4% | -7.7% |
| 30D | -2.1% | +1.9% | -4.0% | -2.9% |
| 3M | +0.4% | -6.9% | +7.4% | +3.1% |
| 6M | -19.2% | -3.1% | -16.2% | -18.8% |
| YTD | +14.4% | +0.6% | +13.8% | +12.5% |
| 1Y | +18.0% | +12.4% | +5.6% | +10.1% |
| 3Y | -9.7% | +133.7% | -143.4% | -37.5% |
| All | -9.7% | +129.2% | -138.9% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling