+437.9%
HUBB vs FHN
+126.8%
+311.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.2% |
| 7D | -0.1% | -1.9% | +1.8% | +0.6% |
| 30D | -10.0% | -5.4% | -4.5% | -8.2% |
| 3M | -1.6% | -1.4% | -0.2% | -1.2% |
| 6M | -3.1% | +9.9% | -12.9% | -6.4% |
| YTD | +4.6% | +3.9% | +0.7% | +2.8% |
| 1Y | +3.3% | +10.6% | -7.3% | -1.0% |
| 3Y | +46.6% | +130.7% | -84.1% | +7.3% |
| 5Y | +158.7% | +88.8% | +69.8% | +83.1% |
| All | +437.9% | +126.8% | +311.2% | +208.9% |
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