+49.2%
HUM vs FHN
+11.5%
+37.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +2.1% | -1.2% | +3.3% | +2.4% |
| 30D | +5.4% | -4.8% | +10.2% | +6.9% |
| 3M | +11.4% | -0.7% | +12.1% | +11.6% |
| 6M | +141.5% | +10.6% | +130.9% | +132.7% |
| YTD | +61.2% | +4.6% | +56.6% | +58.9% |
| 1Y | +49.2% | +11.4% | +37.8% | +45.6% |
| All | +49.2% | +11.5% | +37.6% | +45.6% |
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