+220.1%
HUT vs FHN
+60.5%
+159.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.6% | -7.4% |
| 7D | +9.3% | +2.1% | +7.2% | +8.3% |
| 30D | -23.1% | +3.8% | -26.9% | -24.8% |
| 3M | -30.6% | -8.9% | -21.7% | -27.8% |
| 6M | -46.9% | +1.8% | -48.7% | -48.1% |
| YTD | +25.3% | +0.6% | +24.7% | +24.0% |
| 1Y | +59.8% | +12.9% | +46.9% | +49.7% |
| 3Y | +467.2% | +126.4% | +340.8% | +305.4% |
| 5Y | -24.6% | +62.3% | -86.9% | -43.0% |
| All | +220.1% | +60.5% | +159.6% | +57.3% |
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