-37.4%
HDB vs FHN
+88.9%
-126.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.9% |
| 7D | -2.0% | +2.7% | -4.7% | -2.3% |
| 30D | -4.9% | -3.1% | -1.8% | -4.5% |
| 3M | -2.3% | +2.3% | -4.6% | -2.6% |
| 6M | -23.7% | +9.7% | -33.5% | -24.5% |
| YTD | -38.5% | +4.7% | -43.2% | -38.8% |
| 1Y | -36.5% | +13.8% | -50.2% | -37.4% |
| 3Y | -28.5% | +131.6% | -160.0% | -34.6% |
| 5Y | -37.4% | +91.1% | -128.5% | -43.9% |
| All | -37.4% | +88.9% | -126.3% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling