+31,139.8%
HD vs FHN
+1,824.4%
+29,315.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -2.1% | +1.2% | -3.2% | -2.4% |
| 30D | -8.4% | -4.7% | -3.7% | -7.2% |
| 3M | +4.3% | +3.5% | +0.8% | +3.2% |
| 6M | -11.1% | +7.8% | -19.0% | -13.1% |
| YTD | -4.7% | +5.9% | -10.6% | -6.5% |
| 1Y | -19.8% | +12.5% | -32.3% | -23.0% |
| 3Y | +4.1% | +117.2% | -113.1% | -19.4% |
| 5Y | +10.3% | +86.5% | -76.2% | -16.4% |
| 10Y | +203.2% | +125.7% | +77.4% | +97.3% |
| All | +31,139.8% | +1,824.4% | +29,315.4% | +7,478.8% |
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