+4,236.8%
HDB vs FHN
+47.1%
+4,189.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +12.7% | +0.9% | +11.8% | +12.4% |
| 30D | +16.6% | +2.1% | +14.5% | +15.7% |
| 3M | +10.8% | -6.0% | +16.8% | +13.1% |
| 6M | +3.8% | -2.9% | +6.8% | +4.8% |
| YTD | -28.9% | +0.7% | -29.6% | -29.4% |
| 1Y | -28.0% | +11.0% | -39.0% | -31.0% |
| 3Y | -7.2% | +130.3% | -137.4% | -34.7% |
| 5Y | -22.2% | +61.3% | -83.5% | -43.4% |
| 10Y | +63.6% | +89.6% | -26.0% | -2.3% |
| All | +4,236.8% | +47.1% | +4,189.7% | +2,360.2% |
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 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