+152.3%
HUM vs FHN
+128.3%
+24.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +2.1% | -1.2% | +3.3% | +2.3% |
| 30D | +5.4% | -4.8% | +10.2% | +6.4% |
| 3M | +11.4% | -0.7% | +12.1% | +11.5% |
| 6M | +141.5% | +10.6% | +130.9% | +136.1% |
| YTD | +61.2% | +4.6% | +56.6% | +59.4% |
| 1Y | +49.2% | +11.4% | +37.8% | +45.3% |
| 3Y | -9.0% | +132.3% | -141.3% | -25.0% |
| 5Y | +7.2% | +90.2% | -83.0% | -13.5% |
| All | +152.3% | +128.3% | +24.0% | +62.3% |
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