-11.5%
BA vs FHN
+11.9%
-23.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.3% |
| 7D | -1.7% | -0.5% | -1.3% | -1.5% |
| 30D | -9.5% | +1.9% | -11.4% | -10.0% |
| 3M | -26.5% | -6.9% | -19.5% | -24.9% |
| 6M | -27.4% | -3.1% | -24.3% | -26.7% |
| YTD | -20.6% | +0.6% | -21.2% | -20.3% |
| All | -11.5% | +11.9% | -23.4% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling