-24.8%
HDB vs FHN
+132.7%
-157.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.4% | +1.2% | -0.7% | +0.2% |
| 30D | -2.8% | -4.7% | +1.9% | -2.0% |
| 3M | -3.5% | +3.5% | -7.1% | -4.2% |
| 6M | -24.7% | +7.8% | -32.5% | -25.7% |
| YTD | -36.6% | +5.9% | -42.4% | -37.3% |
| 1Y | -34.4% | +12.5% | -46.8% | -35.9% |
| All | -24.8% | +132.7% | -157.5% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling