+261.2%
HL vs FHN
+129.4%
+131.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.2% |
| 7D | -5.6% | -0.8% | -4.8% | -5.4% |
| 30D | +12.7% | -2.6% | +15.4% | +13.4% |
| 3M | +42.5% | +0.8% | +41.7% | +41.9% |
| 6M | -9.0% | +9.2% | -18.2% | -11.2% |
| YTD | +4.4% | +5.1% | -0.7% | +2.8% |
| 1Y | +82.7% | +12.2% | +70.5% | +76.1% |
| 3Y | +406.3% | +132.4% | +273.9% | +298.0% |
| 5Y | +238.2% | +91.1% | +147.1% | +157.4% |
| All | +261.2% | +129.4% | +131.8% | +125.9% |
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