+636.8%
HLT vs FHN
+225.0%
+411.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -1.2% | -2.6% | +1.3% | -0.4% |
| 3M | -10.3% | 0.0% | -10.4% | -10.5% |
| 6M | +1.3% | +9.2% | -8.0% | -2.0% |
| YTD | +7.0% | +4.3% | +2.7% | +5.0% |
| 1Y | +11.9% | +10.8% | +1.1% | +7.1% |
| 3Y | +100.7% | +130.7% | -30.1% | +46.3% |
| 5Y | +147.5% | +87.4% | +60.2% | +77.7% |
| 10Y | +586.5% | +126.9% | +459.7% | +304.9% |
| All | +636.8% | +225.0% | +411.9% | +286.1% |
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 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