+155.3%
HBAN vs FHN
+128.3%
+27.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.2% |
| 30D | -5.6% | -4.8% | -0.8% | -2.4% |
| 3M | -1.1% | -0.7% | -0.4% | -0.7% |
| 6M | +9.9% | +10.6% | -0.7% | +2.7% |
| YTD | -0.9% | +4.6% | -5.6% | -3.7% |
| 1Y | -1.4% | +11.4% | -12.8% | -8.6% |
| 3Y | +78.2% | +132.3% | -54.0% | -0.3% |
| 5Y | +37.0% | +90.2% | -53.1% | -23.4% |
| All | +155.3% | +128.3% | +27.0% | +18.2% |
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