+105.3%
HAL vs FHN
+86.2%
+19.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +2.9% | +1.2% | +1.8% | +2.5% |
| 30D | +17.0% | -4.7% | +21.7% | +18.7% |
| 3M | -9.7% | +3.5% | -13.2% | -11.0% |
| 6M | +8.6% | +7.8% | +0.8% | +5.2% |
| YTD | +33.0% | +5.9% | +27.1% | +29.4% |
| 1Y | +68.3% | +12.5% | +55.8% | +59.8% |
| 3Y | +0.1% | +117.2% | -117.1% | -22.8% |
| All | +105.3% | +86.2% | +19.1% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling