+78.0%
HST vs FHN
+114.0%
-36.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.7% | -1.0% | -1.7% | -2.3% |
| 30D | +10.7% | +0.2% | +10.5% | +10.7% |
| 3M | +6.3% | -9.0% | +15.2% | +10.2% |
| 6M | +19.0% | -6.8% | +25.8% | +22.2% |
| YTD | +47.0% | -1.5% | +48.5% | +47.5% |
| 1Y | +53.4% | +10.9% | +42.5% | +47.2% |
| 3Y | +78.0% | +119.4% | -41.4% | +37.0% |
| All | +78.0% | +114.0% | -36.0% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling