+4,325.0%
HSY vs FHN
+1,824.4%
+2,500.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -3.3% | +1.2% | -4.5% | -3.4% |
| 30D | -2.8% | -4.7% | +1.9% | -2.3% |
| 3M | -4.5% | +3.5% | -8.0% | -5.0% |
| 6M | -24.2% | +7.8% | -32.0% | -25.1% |
| YTD | -2.7% | +5.9% | -8.6% | -3.7% |
| 1Y | -3.7% | +12.5% | -16.2% | -5.7% |
| 3Y | -11.5% | +117.2% | -128.7% | -21.9% |
| 5Y | +10.3% | +86.5% | -76.2% | -3.8% |
| 10Y | +122.1% | +125.7% | -3.6% | +78.3% |
| All | +4,325.0% | +1,824.4% | +2,500.6% | +1,993.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling