+5,634.3%
HON vs FHN
+1,824.4%
+3,809.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -3.6% | +1.2% | -4.8% | -3.9% |
| 30D | -15.3% | -4.7% | -10.6% | -14.1% |
| 3M | -7.9% | +3.5% | -11.4% | -8.9% |
| 6M | -18.1% | +7.8% | -25.9% | -19.9% |
| YTD | +3.8% | +5.9% | -2.0% | +1.8% |
| 1Y | +0.5% | +12.5% | -12.0% | -3.5% |
| 3Y | +19.8% | +117.2% | -97.4% | -7.0% |
| 5Y | +2.9% | +86.5% | -83.6% | -21.8% |
| 10Y | +134.6% | +125.7% | +8.9% | +57.5% |
| All | +5,634.3% | +1,824.4% | +3,809.9% | +1,628.2% |
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