+3.3%
HWM vs FHN
+11.9%
-8.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +2.9% | +4.1% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | -3.9% | +1.9% | -5.9% | -4.7% |
| 3M | -23.2% | -6.9% | -16.3% | -20.8% |
| 6M | -20.0% | -3.1% | -16.9% | -19.1% |
| YTD | +5.7% | +0.6% | +5.1% | +3.1% |
| All | +3.3% | +11.9% | -8.6% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling