+200.5%
B vs FHN
+106.3%
+94.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +4.2% |
| 7D | +11.3% | -0.5% | +11.8% | +11.3% |
| 30D | +2.9% | +1.9% | +1.0% | +2.9% |
| 3M | -2.9% | -6.9% | +4.1% | -2.8% |
| 6M | -1.2% | -3.1% | +1.9% | -1.2% |
| YTD | -1.3% | +0.6% | -1.9% | -1.4% |
| 1Y | +30.4% | +12.4% | +18.1% | +30.4% |
| 3Y | +195.3% | +133.7% | +61.6% | +196.2% |
| 5Y | +146.2% | +61.4% | +84.9% | +145.4% |
| 10Y | +200.5% | +97.9% | +102.6% | +268.8% |
| All | +200.5% | +106.3% | +94.2% | +268.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling