-73.2%
HTZ vs FHN
+12.2%
-85.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.6% | -18.2% | -19.0% |
| 7D | -7.7% | -2.3% | -5.4% | -5.8% |
| 30D | -13.1% | -0.9% | -12.2% | -12.0% |
| 3M | +14.7% | -11.0% | +25.8% | +22.8% |
| 6M | -70.6% | -5.4% | -65.2% | -70.6% |
| YTD | -65.2% | -1.2% | -64.0% | -67.0% |
| 1Y | -73.2% | +10.5% | -83.7% | -77.6% |
| All | -73.2% | +12.2% | -85.4% | -77.6% |
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