-58.5%
HUBS vs FHN
+129.5%
-188.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -9.0% | -1.2% | -7.8% | -8.6% |
| 30D | +7.2% | -4.8% | +12.0% | +9.1% |
| 3M | +20.9% | -0.7% | +21.6% | +21.3% |
| 6M | -13.0% | +10.6% | -23.7% | -17.0% |
| YTD | -43.8% | +4.6% | -48.5% | -45.4% |
| 1Y | -54.6% | +11.4% | -66.0% | -57.2% |
| 3Y | -58.5% | +132.3% | -190.7% | -69.0% |
| All | -58.5% | +129.5% | -188.0% | -69.0% |
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 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