+26.8%
BA vs FHN
+90.7%
-63.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | -7.9% | +2.0% | -9.9% | -8.8% |
| 3M | -25.2% | -6.8% | -18.3% | -22.6% |
| 6M | -26.7% | -0.8% | -26.0% | -26.6% |
| YTD | -19.6% | +0.6% | -20.2% | -20.3% |
| 1Y | -10.6% | +11.5% | -22.1% | -16.0% |
| 3Y | -11.2% | +130.0% | -141.2% | -44.1% |
| 5Y | -20.4% | +60.8% | -81.2% | -47.3% |
| 10Y | +26.8% | +84.0% | -57.2% | -34.0% |
| All | +26.8% | +90.7% | -63.9% | -34.0% |
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 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