+105.5%
B vs FHN
+61.2%
+44.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -7.3% | +2.1% | -9.4% | -7.3% |
| 30D | -3.3% | +3.8% | -7.1% | -3.4% |
| 3M | -7.8% | -8.9% | +1.2% | -7.8% |
| 6M | -15.5% | +1.8% | -17.4% | -15.6% |
| YTD | -12.3% | +0.6% | -12.8% | -12.3% |
| 1Y | +5.4% | +12.9% | -7.6% | +5.4% |
| 3Y | +165.5% | +126.4% | +39.2% | +171.6% |
| All | +105.5% | +61.2% | +44.4% | +104.0% |
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