+419.5%
HL vs FHN
+129.0%
+290.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +0.4% | 0.0% | +0.3% | +0.4% |
| 30D | +18.8% | -2.6% | +21.4% | +19.5% |
| 3M | +43.7% | 0.0% | +43.7% | +43.2% |
| 6M | -1.0% | +9.2% | -10.3% | -4.0% |
| YTD | +8.7% | +4.3% | +4.4% | +6.8% |
| 1Y | +105.0% | +10.8% | +94.2% | +97.3% |
| All | +419.5% | +129.0% | +290.5% | +247.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling