+1,388.5%
HWM vs FHN
+108.7%
+1,279.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.7% |
| 7D | +3.4% | -1.0% | +4.4% | +3.9% |
| 30D | -7.5% | +0.2% | -7.8% | -7.7% |
| 3M | -28.9% | -9.0% | -19.9% | -25.4% |
| 6M | -19.6% | -6.8% | -12.8% | -17.0% |
| YTD | +0.6% | -1.5% | +2.1% | +0.7% |
| 1Y | +0.3% | +10.9% | -10.6% | -5.7% |
| 3Y | +326.1% | +119.4% | +206.8% | +174.0% |
| 5Y | +525.2% | +57.5% | +467.6% | +316.2% |
| 10Y | +1,492.9% | +114.1% | +1,378.8% | +680.7% |
| All | +1,388.5% | +108.7% | +1,279.7% | +636.1% |
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 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