-66.4%
HTZ vs FHN
+14.6%
-81.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +8.2% |
| 7D | +18.9% | +2.3% | +16.7% | +17.4% |
| 30D | +26.3% | +1.6% | +24.6% | +25.1% |
| 3M | +49.7% | -8.4% | +58.0% | +56.2% |
| 6M | -61.1% | -2.3% | -58.8% | -62.1% |
| YTD | -56.0% | +1.5% | -57.5% | -59.2% |
| 1Y | -66.4% | +15.0% | -81.4% | -73.0% |
| All | -66.4% | +14.6% | -81.0% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling