+621.7%
HPE vs FHN
+159.2%
+462.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | -0.6% | +1.2% | -1.8% | -1.1% |
| 30D | -2.3% | -4.7% | +2.4% | 0.0% |
| 3M | -2.9% | +3.5% | -6.4% | -4.4% |
| 6M | +143.6% | +7.8% | +135.7% | +135.4% |
| YTD | +118.5% | +5.9% | +112.6% | +112.7% |
| 1Y | +129.2% | +12.5% | +116.7% | +116.7% |
| 3Y | +212.5% | +117.2% | +95.3% | +121.6% |
| 5Y | +286.9% | +86.5% | +200.4% | +163.0% |
| 10Y | +432.3% | +125.7% | +306.6% | +182.7% |
| All | +621.7% | +159.2% | +462.6% | +250.2% |
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