+1,579.2%
HWM vs FHN
+106.3%
+1,472.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +2.9% | +4.0% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | -3.9% | +1.9% | -5.9% | -4.9% |
| 3M | -23.2% | -6.9% | -16.3% | -20.4% |
| 6M | -20.0% | -3.1% | -16.9% | -18.9% |
| YTD | +5.7% | +0.6% | +5.1% | +4.7% |
| 1Y | +4.9% | +12.4% | -7.5% | -2.0% |
| 3Y | +347.0% | +133.7% | +213.3% | +177.8% |
| 5Y | +563.0% | +61.4% | +501.7% | +335.0% |
| 10Y | +1,579.2% | +97.9% | +1,481.3% | +737.9% |
| All | +1,579.2% | +106.3% | +1,472.9% | +737.9% |
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