-91.5%
HTZ vs FHN
+70.4%
-161.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +7.5% | +1.2% | +6.3% | +7.0% |
| 30D | +47.4% | -4.7% | +52.1% | +49.7% |
| 3M | -54.9% | +3.5% | -58.5% | -55.9% |
| 6M | -47.0% | +7.8% | -54.8% | -48.9% |
| YTD | -55.3% | +5.9% | -61.1% | -56.5% |
| 1Y | -57.6% | +12.5% | -70.1% | -60.0% |
| 3Y | -86.6% | +117.2% | -203.8% | -89.7% |
| 5Y | -86.1% | +86.5% | -172.7% | -90.0% |
| All | -91.5% | +70.4% | -161.9% | -93.2% |
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