+28.1%
BA vs FHN
+106.3%
-78.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.6% |
| 7D | -1.7% | -0.5% | -1.3% | -1.5% |
| 30D | -9.5% | +1.9% | -11.4% | -10.3% |
| 3M | -26.5% | -6.9% | -19.5% | -23.9% |
| 6M | -27.4% | -3.1% | -24.3% | -26.4% |
| YTD | -20.6% | +0.6% | -21.2% | -21.3% |
| 1Y | -11.4% | +12.4% | -23.8% | -17.1% |
| 3Y | -10.8% | +133.7% | -144.5% | -44.2% |
| 5Y | -21.9% | +61.4% | -83.3% | -48.4% |
| 10Y | +28.1% | +97.9% | -69.7% | -35.6% |
| All | +28.1% | +106.3% | -78.1% | -35.6% |
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