+247.2%
HD vs FHN
+94.7%
+152.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.2% | +0.9% | +4.3% | +5.0% |
| 30D | +20.7% | +2.1% | +18.6% | +20.2% |
| 3M | +0.8% | -6.0% | +6.8% | +2.3% |
| 6M | +12.2% | -2.9% | +15.2% | +13.0% |
| YTD | +4.2% | +0.7% | +3.5% | +3.8% |
| 1Y | -2.6% | +11.0% | -13.6% | -5.2% |
| 3Y | +30.0% | +130.3% | -100.3% | +3.9% |
| 5Y | +8.1% | +61.3% | -53.2% | -10.8% |
| 10Y | +247.2% | +89.6% | +157.6% | +151.9% |
| All | +247.2% | +94.7% | +152.4% | +151.9% |
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