+453.2%
HUT vs FHN
+67.2%
+386.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.4% | +6.9% |
| 7D | +28.3% | +2.7% | +25.6% | +26.7% |
| 30D | +12.3% | -3.1% | +15.4% | +13.9% |
| 3M | -16.8% | +2.3% | -19.2% | -18.4% |
| 6M | +111.4% | +9.7% | +101.6% | +101.5% |
| YTD | +116.6% | +4.7% | +111.8% | +111.3% |
| 1Y | +290.5% | +13.8% | +276.7% | +266.5% |
| 3Y | +792.3% | +131.6% | +660.7% | +531.9% |
| 5Y | +94.1% | +91.1% | +3.0% | +35.9% |
| All | +453.2% | +67.2% | +386.0% | +168.2% |
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