+2,903.2%
HPQ vs FHN
+1,824.4%
+1,078.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +6.9% | +1.2% | +5.8% | +6.6% |
| 30D | +14.4% | -4.7% | +19.1% | +16.0% |
| 3M | +25.6% | +3.5% | +22.1% | +24.4% |
| 6M | +75.0% | +7.8% | +67.2% | +71.1% |
| YTD | +50.7% | +5.9% | +44.8% | +47.7% |
| 1Y | +18.7% | +12.5% | +6.2% | +14.1% |
| 3Y | +21.5% | +117.2% | -95.7% | -4.1% |
| 5Y | +31.6% | +86.5% | -55.0% | +2.6% |
| 10Y | +216.1% | +125.7% | +90.3% | +122.2% |
| All | +2,903.2% | +1,824.4% | +1,078.8% | +1,061.9% |
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