-10.1%
BA vs FHN
+114.0%
-124.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | +1.1% | -1.0% | +2.1% | +1.5% |
| 30D | -7.9% | +0.2% | -8.1% | -8.0% |
| 3M | -25.3% | -9.0% | -16.3% | -22.5% |
| 6M | -24.6% | -6.8% | -17.8% | -22.6% |
| YTD | -20.1% | -1.5% | -18.6% | -20.0% |
| 1Y | -11.8% | +10.9% | -22.7% | -15.9% |
| 3Y | -10.1% | +119.4% | -129.5% | -31.9% |
| All | -10.1% | +114.0% | -124.1% | -31.9% |
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 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