-66.4%
HUBS vs FHN
+88.4%
-154.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -9.0% | -1.2% | -7.8% | -8.8% |
| 30D | +7.2% | -4.8% | +12.0% | +8.2% |
| 3M | +20.9% | -0.7% | +21.6% | +21.1% |
| 6M | -13.0% | +10.6% | -23.7% | -14.9% |
| YTD | -43.8% | +4.6% | -48.5% | -44.6% |
| 1Y | -54.6% | +11.4% | -66.0% | -55.8% |
| 3Y | -58.5% | +132.3% | -190.7% | -62.7% |
| All | -66.4% | +88.4% | -154.8% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling