+38.6%
HPQ vs FHN
+90.1%
-51.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +9.7% | -2.6% | +12.3% | +10.4% |
| 3M | +32.7% | 0.0% | +32.7% | +32.8% |
| 6M | +77.7% | +9.2% | +68.5% | +73.7% |
| YTD | +51.0% | +4.3% | +46.6% | +48.9% |
| 1Y | +18.4% | +10.8% | +7.6% | +14.8% |
| 3Y | +25.6% | +130.7% | -105.2% | +4.3% |
| 5Y | +38.6% | +87.4% | -48.7% | +9.1% |
| All | +38.6% | +90.1% | -51.4% | +9.1% |
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