+1,773.8%
HWM vs FHN
+124.4%
+1,649.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -2.1% | +1.2% | -3.3% | -2.7% |
| 30D | -11.0% | -4.7% | -6.3% | -8.8% |
| 3M | +4.0% | +3.5% | +0.5% | +2.0% |
| 6M | -0.2% | +7.8% | -8.0% | -4.2% |
| YTD | +26.7% | +5.9% | +20.8% | +22.3% |
| 1Y | +44.7% | +12.5% | +32.2% | +34.4% |
| 3Y | +426.1% | +117.2% | +308.9% | +239.1% |
| 5Y | +738.5% | +86.5% | +652.0% | +403.7% |
| All | +1,773.8% | +124.4% | +1,649.4% | +793.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling