+122.4%
HST vs FHN
+81.8%
+40.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +3.6% | +2.1% | +1.4% | +2.7% |
| 30D | +11.2% | +3.8% | +7.4% | +9.5% |
| 3M | +13.1% | -8.9% | +22.0% | +17.6% |
| 6M | +23.9% | +1.8% | +22.1% | +22.8% |
| YTD | +52.3% | +0.6% | +51.7% | +51.5% |
| 1Y | +56.7% | +12.9% | +43.7% | +48.2% |
| 3Y | +87.5% | +126.4% | -38.9% | +27.6% |
| 5Y | +82.8% | +62.3% | +20.5% | +26.7% |
| All | +122.4% | +81.8% | +40.6% | +20.1% |
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 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