+595.7%
HAL vs FHN
+1,824.4%
-1,228.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.9% |
| 3M | -9.7% | +3.5% | -13.2% | -11.1% |
| 6M | +8.6% | +7.8% | +0.8% | +5.0% |
| YTD | +33.0% | +5.9% | +27.1% | +29.2% |
| 1Y | +68.3% | +12.5% | +55.8% | +59.4% |
| 3Y | +0.1% | +117.2% | -117.1% | -26.0% |
| 5Y | +102.6% | +86.5% | +16.1% | +49.0% |
| 10Y | +3.8% | +125.7% | -121.9% | -27.1% |
| All | +595.7% | +1,824.4% | -1,228.7% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling