+46.6%
HUBB vs FHN
+129.5%
-83.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -0.1% | -1.2% | +1.1% | +0.4% |
| 30D | -10.0% | -4.8% | -5.2% | -8.2% |
| 3M | -1.6% | -0.7% | -0.9% | -1.5% |
| 6M | -3.1% | +10.6% | -13.7% | -7.3% |
| YTD | +4.6% | +4.6% | 0.0% | +2.2% |
| 1Y | +3.3% | +11.4% | -8.0% | -2.0% |
| 3Y | +46.6% | +132.3% | -85.7% | +15.1% |
| All | +46.6% | +129.5% | -83.0% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling