-23.5%
HDB vs FHN
+63.2%
-86.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.5% | +2.4% |
| 7D | +13.7% | -0.5% | +14.2% | +13.8% |
| 30D | +15.8% | +1.9% | +13.9% | +15.6% |
| 3M | +9.2% | -6.9% | +16.2% | +10.1% |
| 6M | +3.2% | -3.1% | +6.2% | +3.5% |
| YTD | -29.4% | +0.6% | -29.9% | -29.4% |
| 1Y | -27.9% | +12.4% | -40.3% | -28.8% |
| 3Y | -5.9% | +133.7% | -139.6% | -13.4% |
| 5Y | -23.5% | +61.4% | -84.9% | -28.4% |
| All | -23.5% | +63.2% | -86.7% | -28.4% |
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