+237.0%
HOOD vs FHN
+86.3%
+150.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.4% |
| 7D | +13.4% | +2.7% | +10.7% | +12.0% |
| 30D | +25.8% | -3.1% | +28.9% | +27.7% |
| 3M | +38.0% | +2.3% | +35.6% | +35.6% |
| 6M | +52.2% | +9.7% | +42.5% | +44.6% |
| YTD | +3.7% | +4.7% | -1.0% | +1.0% |
| 1Y | +0.1% | +13.8% | -13.7% | -6.8% |
| 3Y | +992.6% | +131.6% | +861.0% | +715.6% |
| 5Y | +193.0% | +91.1% | +101.8% | +105.8% |
| All | +237.0% | +86.3% | +150.7% | +149.0% |
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