+0.8%
HL vs FHN
+1,728.2%
-1,727.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -11.1% | +2.1% | -13.3% | -11.4% |
| 30D | -12.1% | +3.8% | -15.9% | -12.6% |
| 3M | -26.1% | -8.9% | -17.2% | -24.9% |
| 6M | -37.7% | +1.8% | -39.6% | -38.0% |
| YTD | -31.7% | +0.6% | -32.3% | -31.8% |
| 1Y | -11.6% | +12.9% | -24.6% | -13.5% |
| 3Y | +249.6% | +126.4% | +123.3% | +200.2% |
| 5Y | +108.5% | +62.3% | +46.2% | +82.1% |
| 10Y | +127.0% | +84.0% | +43.0% | +85.3% |
| All | +0.8% | +1,728.2% | -1,727.4% | -26.6% |
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