+6,005.0%
HON vs FHN
+1,728.2%
+4,276.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +1.4% | +2.1% | -0.7% | +0.8% |
| 30D | +7.5% | +3.8% | +3.7% | +6.4% |
| 3M | -4.3% | -8.9% | +4.6% | -1.8% |
| 6M | -1.5% | +1.8% | -3.4% | -2.2% |
| YTD | +10.5% | +0.6% | +10.0% | +10.0% |
| 1Y | +8.5% | +12.9% | -4.4% | +4.4% |
| 3Y | +28.0% | +126.4% | -98.3% | -1.5% |
| 5Y | +12.0% | +62.3% | -50.3% | -11.2% |
| 10Y | +155.4% | +84.0% | +71.4% | +81.8% |
| All | +6,005.0% | +1,728.2% | +4,276.8% | +1,766.8% |
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