+192.7%
HUT vs FHN
+57.2%
+135.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.3% | +14.9% | +14.7% |
| 7D | -11.4% | -1.0% | -10.4% | -11.3% |
| 30D | -41.0% | +0.2% | -41.3% | -41.4% |
| 3M | -41.9% | -9.0% | -32.9% | -39.6% |
| 6M | -51.7% | -6.8% | -44.8% | -50.8% |
| YTD | +14.6% | -1.5% | +16.1% | +14.5% |
| 1Y | +21.4% | +10.9% | +10.5% | +14.8% |
| 3Y | +359.8% | +119.4% | +240.5% | +233.1% |
| 5Y | -27.5% | +57.5% | -85.0% | -44.4% |
| All | +192.7% | +57.2% | +135.5% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling