+78.2%
BA vs FHN
+126.6%
-48.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | +2.5% | +2.7% | -0.2% | +1.2% |
| 30D | -10.1% | -3.1% | -7.0% | -8.8% |
| 3M | -2.4% | +2.3% | -4.7% | -3.7% |
| 6M | -8.8% | +9.7% | -18.6% | -12.9% |
| YTD | -2.9% | +4.7% | -7.7% | -5.7% |
| 1Y | -8.8% | +13.8% | -22.5% | -15.6% |
| 3Y | -0.3% | +131.6% | -131.8% | -37.4% |
| 5Y | -0.3% | +91.1% | -91.5% | -40.5% |
| All | +78.2% | +126.6% | -48.5% | -16.9% |
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