+36.0%
HBAN vs FHN
+87.6%
-51.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | -1.9% | -0.8% | -1.1% | -1.5% |
| 30D | -5.9% | -2.6% | -3.2% | -4.4% |
| 3M | +0.2% | +0.8% | -0.6% | -0.2% |
| 6M | +6.6% | +9.2% | -2.6% | +1.7% |
| YTD | -1.7% | +5.1% | -6.8% | -4.1% |
| 1Y | -1.7% | +12.2% | -13.9% | -7.8% |
| 3Y | +74.9% | +132.4% | -57.5% | +14.8% |
| 5Y | +36.0% | +91.1% | -55.1% | -12.0% |
| All | +36.0% | +87.6% | -51.7% | -12.0% |
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