+71.7%
HST vs FHN
+86.2%
-14.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.0% | +1.2% | -2.2% | -1.3% |
| 30D | -12.3% | -4.7% | -7.6% | -11.3% |
| 3M | -6.4% | +3.5% | -9.9% | -7.1% |
| 6M | +15.0% | +7.8% | +7.2% | +13.1% |
| YTD | +30.5% | +5.9% | +24.6% | +28.8% |
| 1Y | +35.7% | +12.5% | +23.2% | +31.9% |
| 3Y | +68.4% | +117.2% | -48.8% | +46.9% |
| All | +71.7% | +86.2% | -14.4% | +38.4% |
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 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