+301.7%
HIG vs FHN
+128.3%
+173.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.5% | -1.2% | -0.2% | -0.9% |
| 30D | -0.4% | -4.8% | +4.4% | +1.7% |
| 3M | +6.7% | -0.7% | +7.4% | +6.8% |
| 6M | +2.0% | +10.6% | -8.7% | -2.6% |
| YTD | +0.3% | +4.6% | -4.3% | -2.2% |
| 1Y | +4.2% | +11.4% | -7.2% | -1.7% |
| 3Y | +102.2% | +132.3% | -30.0% | +31.3% |
| 5Y | +118.5% | +90.2% | +28.3% | +36.1% |
| All | +301.7% | +128.3% | +173.4% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling