+55.7%
HAS vs FHN
+126.5%
-70.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -3.1% | +2.7% | -5.8% | -3.8% |
| 30D | -2.7% | -3.1% | +0.4% | -1.9% |
| 3M | +8.9% | +2.3% | +6.6% | +8.1% |
| 6M | -2.9% | +9.7% | -12.7% | -5.7% |
| YTD | +12.6% | +4.7% | +7.9% | +10.8% |
| 1Y | +17.5% | +13.8% | +3.7% | +12.5% |
| 3Y | +46.2% | +131.6% | -85.4% | +12.9% |
| 5Y | +12.6% | +91.1% | -78.6% | -14.8% |
| 10Y | +55.7% | +126.6% | -71.0% | +3.6% |
| All | +55.7% | +126.5% | -70.8% | +3.6% |
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