-1.5%
HON vs FHN
+11.4%
-12.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.5% |
| 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% | -6.3% |
| 6M | -19.2% | +9.2% | -28.4% | -21.0% |
| YTD | +0.2% | +5.1% | -5.0% | -1.6% |
| 1Y | -1.5% | +12.2% | -13.7% | -3.7% |
| All | -1.5% | +11.4% | -12.9% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling