+116.4%
HPE vs FHN
+14.6%
+101.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.3% | -6.6% |
| 7D | -17.0% | +2.3% | -19.3% | -18.1% |
| 30D | -26.7% | +1.6% | -28.4% | -27.5% |
| 3M | -4.1% | -8.4% | +4.2% | +1.2% |
| 6M | +75.4% | -2.3% | +77.7% | +77.6% |
| YTD | +111.0% | +1.5% | +109.5% | +104.7% |
| 1Y | +116.4% | +15.0% | +101.4% | +87.6% |
| All | +116.4% | +14.6% | +101.9% | +87.6% |
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