-36.9%
HDB vs FHN
+13.3%
-50.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -5.8% | -2.6% | -3.3% | -5.3% |
| 3M | -5.2% | 0.0% | -5.2% | -5.2% |
| 6M | -25.7% | +9.2% | -34.9% | -26.7% |
| YTD | -39.6% | +4.3% | -43.9% | -40.1% |
| 1Y | -36.9% | +10.8% | -47.7% | -38.2% |
| All | -36.9% | +13.3% | -50.2% | -38.2% |
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