+588.2%
HBM vs FHN
+128.3%
+459.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -3.3% | -1.2% | -2.1% | -2.8% |
| 30D | -4.8% | -4.8% | 0.0% | -2.7% |
| 3M | -0.4% | -0.7% | +0.3% | -0.6% |
| 6M | +17.9% | +10.6% | +7.3% | +11.7% |
| YTD | +33.7% | +4.6% | +29.1% | +29.6% |
| 1Y | +95.6% | +11.4% | +84.2% | +82.5% |
| 3Y | +458.1% | +132.3% | +325.9% | +249.8% |
| 5Y | +329.0% | +90.2% | +238.8% | +159.3% |
| All | +588.2% | +128.3% | +459.9% | +271.1% |
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