+124.4%
HSY vs FHN
+81.8%
+42.6%
-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 | -2.1% | +2.1% | -4.3% | -2.4% |
| 30D | +6.1% | +3.8% | +2.3% | +5.6% |
| 3M | -5.6% | -8.9% | +3.3% | -4.7% |
| 6M | -9.5% | +1.8% | -11.4% | -9.8% |
| YTD | -2.1% | +0.6% | -2.7% | -2.4% |
| 1Y | +0.8% | +12.9% | -12.2% | -1.0% |
| 3Y | -2.1% | +126.4% | -128.5% | -13.8% |
| 5Y | +11.2% | +62.3% | -51.1% | -1.0% |
| All | +124.4% | +81.8% | +42.6% | +73.3% |
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