+156.1%
HPQ vs FHN
+81.8%
+74.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | +3.2% | +2.1% | +1.0% | +2.3% |
| 30D | -3.6% | +3.8% | -7.4% | -4.8% |
| 3M | -5.3% | -8.9% | +3.7% | -1.9% |
| 6M | +41.1% | +1.8% | +39.3% | +40.1% |
| YTD | +36.9% | +0.6% | +36.3% | +35.8% |
| 1Y | +23.5% | +12.9% | +10.6% | +17.3% |
| 3Y | +19.6% | +126.4% | -106.8% | -13.9% |
| 5Y | +11.4% | +62.3% | -50.9% | -17.0% |
| All | +156.1% | +81.8% | +74.2% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling