-32.9%
HDB vs FHN
+14.6%
-47.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +5.0% |
| 7D | +12.9% | +2.3% | +10.6% | +12.0% |
| 30D | +10.0% | +1.6% | +8.4% | +9.4% |
| 3M | +1.8% | -8.4% | +10.2% | +4.7% |
| 6M | -2.1% | -2.3% | +0.2% | -1.7% |
| YTD | -33.4% | +1.5% | -34.9% | -33.7% |
| 1Y | -32.9% | +15.0% | -47.9% | -30.7% |
| All | -32.9% | +14.6% | -47.4% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling