+4,208.5%
HDB vs FHN
+46.9%
+4,161.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.5% | +1.9% |
| 7D | +13.7% | -0.5% | +14.2% | +13.9% |
| 30D | +15.8% | +1.9% | +13.9% | +15.0% |
| 3M | +9.2% | -6.9% | +16.2% | +11.9% |
| 6M | +3.2% | -3.1% | +6.2% | +4.2% |
| YTD | -29.4% | +0.6% | -29.9% | -29.8% |
| 1Y | -27.9% | +12.4% | -40.3% | -31.3% |
| 3Y | -5.9% | +133.7% | -139.6% | -34.2% |
| 5Y | -23.5% | +61.4% | -84.9% | -44.4% |
| 10Y | +61.3% | +97.9% | -36.5% | -5.5% |
| All | +4,208.5% | +46.9% | +4,161.5% | +2,345.2% |
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