-20.4%
BA vs FHN
+61.0%
-81.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | -7.9% | +2.0% | -9.9% | -8.4% |
| 3M | -25.2% | -6.8% | -18.3% | -23.7% |
| 6M | -26.7% | -0.8% | -26.0% | -26.6% |
| YTD | -19.6% | +0.6% | -20.2% | -19.9% |
| 1Y | -10.6% | +11.5% | -22.1% | -13.5% |
| 3Y | -11.2% | +130.0% | -141.2% | -27.9% |
| 5Y | -20.4% | +60.8% | -81.2% | -35.4% |
| All | -20.4% | +61.0% | -81.4% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling