+441.1%
HWM vs FHN
+118.6%
+322.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -2.1% | +1.2% | -3.3% | -2.6% |
| 30D | -11.0% | -4.7% | -6.3% | -9.0% |
| 3M | +4.0% | +3.5% | +0.5% | +2.2% |
| 6M | -0.2% | +7.8% | -8.0% | -3.9% |
| YTD | +26.7% | +5.9% | +20.8% | +22.5% |
| 1Y | +44.7% | +12.5% | +32.2% | +35.2% |
| All | +441.1% | +118.6% | +322.5% | +274.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling