+102.2%
HAS vs FHN
+94.7%
+7.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +3.3% | +0.9% | +2.4% | +3.0% |
| 30D | +30.5% | +2.1% | +28.5% | +29.8% |
| 3M | +29.9% | -6.0% | +35.9% | +32.2% |
| 6M | +26.5% | -2.9% | +29.5% | +27.3% |
| YTD | +51.9% | +0.7% | +51.2% | +51.1% |
| 1Y | +60.9% | +11.0% | +49.9% | +55.6% |
| 3Y | +215.0% | +130.3% | +84.7% | +143.8% |
| 5Y | +51.5% | +61.3% | -9.8% | +21.5% |
| 10Y | +102.2% | +89.6% | +12.7% | +36.5% |
| All | +102.2% | +94.7% | +7.5% | +36.5% |
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