+257.9%
HD vs FHN
+106.3%
+151.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.4% |
| 7D | +3.6% | -0.5% | +4.1% | +3.7% |
| 30D | +21.6% | +1.9% | +19.6% | +21.1% |
| 3M | +0.1% | -6.9% | +7.1% | +1.9% |
| 6M | +13.0% | -3.1% | +16.1% | +13.8% |
| YTD | +4.9% | +0.6% | +4.4% | +4.6% |
| 1Y | -2.1% | +12.4% | -14.4% | -5.0% |
| 3Y | +32.6% | +133.7% | -101.1% | +5.5% |
| 5Y | +8.2% | +61.4% | -53.1% | -10.8% |
| 10Y | +257.9% | +97.9% | +160.1% | +150.7% |
| All | +257.9% | +106.3% | +151.7% | +150.7% |
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 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