+1,573.3%
HWM vs FHN
+122.0%
+1,451.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.1% | -9.6% | -10.1% |
| 7D | -9.2% | +2.7% | -11.8% | -10.3% |
| 30D | -17.9% | -3.1% | -14.8% | -16.5% |
| 3M | -6.0% | +2.3% | -8.4% | -7.3% |
| 6M | -7.4% | +9.7% | -17.1% | -11.8% |
| YTD | +13.1% | +4.7% | +8.4% | +9.9% |
| 1Y | +29.3% | +13.8% | +15.6% | +19.5% |
| 3Y | +389.9% | +131.6% | +258.4% | +205.9% |
| 5Y | +655.5% | +91.1% | +564.4% | +346.2% |
| All | +1,573.3% | +122.0% | +1,451.4% | +702.9% |
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