+536.9%
HWM vs FHN
+56.9%
+480.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.6% |
| 7D | +3.3% | -1.0% | +4.3% | +3.6% |
| 30D | -7.6% | +0.2% | -7.8% | -7.7% |
| 3M | -28.9% | -9.0% | -19.9% | -26.8% |
| 6M | -19.7% | -6.8% | -12.8% | -18.0% |
| YTD | +0.5% | -1.5% | +2.0% | +0.7% |
| 1Y | +0.3% | +10.9% | -10.7% | -3.2% |
| 3Y | +325.8% | +119.4% | +206.5% | +248.4% |
| All | +536.9% | +56.9% | +480.0% | +423.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling