+654.4%
HBM vs FHN
+303.1%
+351.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.8% | +6.3% |
| 7D | +7.4% | +2.7% | +4.7% | +5.9% |
| 30D | +5.1% | -3.1% | +8.2% | +6.5% |
| 3M | +11.1% | +2.3% | +8.8% | +9.3% |
| 6M | +30.2% | +9.7% | +20.5% | +23.8% |
| YTD | +46.2% | +4.7% | +41.5% | +41.6% |
| 1Y | +120.0% | +13.8% | +106.3% | +102.9% |
| 3Y | +527.4% | +131.6% | +395.9% | +291.6% |
| 5Y | +400.4% | +91.1% | +309.2% | +204.8% |
| 10Y | +621.5% | +126.6% | +494.9% | +274.5% |
| All | +654.4% | +303.1% | +351.2% | +178.7% |
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