-54.1%
HUBS vs FHN
+14.6%
-68.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.3% |
| 7D | -13.0% | +2.3% | -15.3% | -13.1% |
| 30D | -1.8% | +1.6% | -3.4% | -2.0% |
| 3M | -13.0% | -8.4% | -4.6% | -12.7% |
| 6M | -12.4% | -2.3% | -10.2% | -11.5% |
| YTD | -46.0% | +1.5% | -47.5% | -46.2% |
| 1Y | -54.1% | +15.0% | -69.1% | -59.8% |
| All | -54.1% | +14.6% | -68.7% | -59.8% |
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