+3,324.5%
HAS vs FHN
+1,824.4%
+1,500.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.8% | +1.2% | -3.0% | -2.1% |
| 30D | +2.3% | -4.7% | +7.0% | +3.4% |
| 3M | +10.4% | +3.5% | +6.8% | +9.4% |
| 6M | -3.2% | +7.8% | -11.1% | -5.1% |
| YTD | +15.4% | +5.9% | +9.5% | +13.6% |
| 1Y | +18.8% | +12.5% | +6.3% | +14.9% |
| 3Y | +43.9% | +117.2% | -73.3% | +17.7% |
| 5Y | +13.9% | +86.5% | -72.6% | -8.1% |
| 10Y | +56.4% | +125.7% | -69.3% | +13.6% |
| All | +3,324.5% | +1,824.4% | +1,500.1% | +1,053.8% |
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