+575.2%
HLT vs FHN
+128.3%
+446.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | -5.0% | -4.8% | -0.2% | -3.5% |
| 3M | -10.4% | -0.7% | -9.7% | -10.4% |
| 6M | +3.2% | +10.6% | -7.4% | -0.3% |
| YTD | +6.7% | +4.6% | +2.1% | +4.7% |
| 1Y | +10.3% | +11.4% | -1.1% | +5.6% |
| 3Y | +99.3% | +132.3% | -32.9% | +47.6% |
| 5Y | +143.7% | +90.2% | +53.5% | +77.4% |
| All | +575.2% | +128.3% | +446.9% | +330.5% |
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