+2,627.7%
HPQ vs FHN
+1,728.2%
+899.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | +3.2% | +2.1% | +1.0% | +2.5% |
| 30D | -3.6% | +3.8% | -7.4% | -4.5% |
| 3M | -5.3% | -8.9% | +3.7% | -2.7% |
| 6M | +41.1% | +1.8% | +39.3% | +40.4% |
| YTD | +36.9% | +0.6% | +36.3% | +36.2% |
| 1Y | +23.5% | +12.9% | +10.6% | +18.9% |
| 3Y | +19.6% | +126.4% | -106.8% | -6.4% |
| 5Y | +11.4% | +62.3% | -50.9% | -9.5% |
| 10Y | +160.6% | +84.0% | +76.6% | +93.4% |
| All | +2,627.7% | +1,728.2% | +899.5% | +971.4% |
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