-11.8%
BA vs FHN
+132.8%
-144.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | -8.9% | +2.1% | -11.0% | -9.6% |
| 3M | -25.5% | -6.0% | -19.5% | -23.7% |
| 6M | -27.0% | -2.9% | -24.0% | -26.2% |
| YTD | -20.1% | +0.7% | -20.9% | -20.7% |
| 1Y | -11.0% | +11.0% | -22.0% | -15.2% |
| 3Y | -11.8% | +130.3% | -142.1% | -33.6% |
| All | -11.8% | +132.8% | -144.6% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling