+269.4%
HPE vs FHN
+129.0%
+140.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +7.7% | -2.6% | +10.3% | +9.6% |
| 3M | +22.4% | 0.0% | +22.3% | +22.3% |
| 6M | +172.6% | +9.2% | +163.4% | +157.4% |
| YTD | +147.5% | +4.3% | +143.2% | +139.8% |
| 1Y | +151.8% | +10.8% | +141.0% | +134.1% |
| All | +269.4% | +129.0% | +140.4% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling