+132.1%
HON vs FHN
+129.4%
+2.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.6% |
| 7D | -2.6% | -0.8% | -1.8% | -2.4% |
| 30D | -11.9% | -2.6% | -9.2% | -11.2% |
| 3M | -6.1% | +0.8% | -6.9% | -6.4% |
| 6M | -19.2% | +9.2% | -28.4% | -21.5% |
| YTD | +0.2% | +5.1% | -5.0% | -1.7% |
| 1Y | -1.5% | +12.2% | -13.7% | -5.6% |
| 3Y | +17.9% | +132.4% | -114.5% | -12.1% |
| 5Y | +1.9% | +91.1% | -89.1% | -26.3% |
| All | +132.1% | +129.4% | +2.7% | +37.7% |
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