+48.6%
HAS vs FHN
+56.9%
-8.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.2% | -1.0% | +0.8% | +0.1% |
| 30D | +31.0% | +0.2% | +30.8% | +31.0% |
| 3M | +30.7% | -9.0% | +39.6% | +33.2% |
| 6M | +23.9% | -6.8% | +30.7% | +25.5% |
| YTD | +48.3% | -1.5% | +49.8% | +48.5% |
| 1Y | +60.2% | +10.9% | +49.3% | +56.7% |
| 3Y | +189.2% | +119.4% | +69.9% | +153.6% |
| All | +48.6% | +56.9% | -8.3% | +32.9% |
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