+362.8%
HPE vs FHN
+90.1%
+272.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.9% |
| 3M | +22.4% | 0.0% | +22.3% | +22.4% |
| 6M | +172.6% | +9.2% | +163.4% | +163.7% |
| YTD | +147.5% | +4.3% | +143.2% | +143.4% |
| 1Y | +151.8% | +10.8% | +141.0% | +142.0% |
| 3Y | +267.1% | +130.7% | +136.3% | +190.8% |
| 5Y | +362.8% | +87.4% | +275.4% | +243.8% |
| All | +362.8% | +90.1% | +272.7% | +243.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling