+540.5%
THC vs FHN
+1,690.1%
-1,149.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | +3.7% | -1.0% | +4.7% | +4.1% |
| 30D | +9.0% | +0.2% | +8.8% | +9.0% |
| 3M | +10.4% | -9.0% | +19.4% | +13.9% |
| 6M | +45.7% | -6.8% | +52.5% | +48.8% |
| YTD | +42.6% | -1.5% | +44.1% | +42.2% |
| 1Y | +38.8% | +10.9% | +27.8% | +32.5% |
| 3Y | +418.8% | +119.4% | +299.5% | +277.6% |
| 5Y | +275.7% | +57.5% | +218.1% | +185.0% |
| 10Y | +1,496.2% | +114.1% | +1,382.1% | +965.7% |
| All | +540.5% | +1,690.1% | -1,149.6% | +101.1% |
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