+217.2%
HPQ vs FHN
+129.4%
+87.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +3.5% | -0.8% | +4.3% | +3.8% |
| 30D | +13.7% | -2.6% | +16.3% | +14.8% |
| 3M | +33.9% | +0.8% | +33.0% | +33.5% |
| 6M | +80.9% | +9.2% | +71.7% | +74.7% |
| YTD | +52.6% | +5.1% | +47.5% | +48.9% |
| 1Y | +21.2% | +12.2% | +9.0% | +15.2% |
| 3Y | +26.9% | +132.4% | -105.5% | -9.8% |
| 5Y | +41.1% | +91.1% | -49.9% | -2.2% |
| All | +217.2% | +129.4% | +87.7% | +81.2% |
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 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