+3,769.4%
HDB vs FHN
+54.6%
+3,714.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.4% | +1.2% | -0.7% | 0.0% |
| 30D | -2.8% | -4.7% | +1.9% | -1.2% |
| 3M | -3.5% | +3.5% | -7.1% | -4.8% |
| 6M | -24.7% | +7.8% | -32.5% | -26.8% |
| YTD | -36.6% | +5.9% | -42.4% | -38.1% |
| 1Y | -34.4% | +12.5% | -46.8% | -37.7% |
| 3Y | -24.4% | +117.2% | -141.6% | -45.8% |
| 5Y | -35.4% | +86.5% | -121.9% | -55.6% |
| 10Y | +39.5% | +125.7% | -86.2% | -22.6% |
| All | +3,769.4% | +54.6% | +3,714.8% | +2,057.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling