+571.9%
HPE vs FHN
+146.2%
+425.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.0% |
| 7D | +7.9% | +2.1% | +5.7% | +6.9% |
| 30D | -23.5% | +3.8% | -27.3% | -24.8% |
| 3M | -19.1% | -8.9% | -10.1% | -15.6% |
| 6M | +51.4% | +1.8% | +49.6% | +50.0% |
| YTD | +103.4% | +0.6% | +102.9% | +102.3% |
| 1Y | +114.4% | +12.9% | +101.5% | +102.4% |
| 3Y | +224.7% | +126.4% | +98.3% | +126.9% |
| 5Y | +277.8% | +62.3% | +215.5% | +174.6% |
| 10Y | +371.1% | +84.0% | +287.1% | +185.3% |
| All | +571.9% | +146.2% | +425.7% | +233.2% |
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