+3.0%
HUM vs FHN
+89.3%
-86.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | +7.5% | -2.6% | +10.1% | +7.8% |
| 3M | +10.2% | +0.8% | +9.4% | +10.1% |
| 6M | +132.5% | +9.2% | +123.3% | +130.0% |
| YTD | +57.6% | +5.1% | +52.5% | +56.6% |
| 1Y | +48.6% | +12.2% | +36.4% | +46.6% |
| 3Y | -11.2% | +132.4% | -143.6% | -16.7% |
| All | +3.0% | +89.3% | -86.4% | -4.0% |
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 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