+126.5%
HSY vs FHN
+128.3%
-1.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.1% | -1.2% | +1.3% | +0.2% |
| 30D | -5.2% | -4.8% | -0.4% | -4.7% |
| 3M | -3.4% | -0.7% | -2.7% | -3.4% |
| 6M | -19.2% | +10.6% | -29.8% | -20.2% |
| YTD | -2.6% | +4.6% | -7.2% | -3.4% |
| 1Y | -3.8% | +11.4% | -15.1% | -5.3% |
| 3Y | -10.6% | +132.3% | -142.9% | -21.4% |
| 5Y | +12.3% | +90.2% | -77.9% | -2.6% |
| All | +126.5% | +128.3% | -1.8% | +73.0% |
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 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