+951.2%
HIG vs FHN
+306.6%
+644.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.2% |
| 7D | -2.3% | -0.8% | -1.5% | -1.9% |
| 30D | -1.2% | -2.6% | +1.4% | +0.1% |
| 3M | +6.3% | +0.8% | +5.4% | +5.6% |
| 6M | +0.6% | +9.2% | -8.6% | -4.5% |
| YTD | +0.6% | +5.1% | -4.5% | -2.9% |
| 1Y | +6.1% | +12.2% | -6.1% | -2.0% |
| 3Y | +102.0% | +132.4% | -30.4% | +17.4% |
| 5Y | +119.2% | +91.1% | +28.1% | +23.1% |
| 10Y | +312.5% | +128.5% | +183.9% | +87.1% |
| All | +951.2% | +306.6% | +644.6% | +208.0% |
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