-0.9%
BA vs FHN
+86.2%
-87.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.2% | +1.2% | 0.0% | +0.8% |
| 30D | -11.6% | -4.7% | -6.9% | -10.4% |
| 3M | -2.4% | +3.5% | -5.9% | -3.4% |
| 6M | -6.6% | +7.8% | -14.4% | -8.6% |
| YTD | -2.2% | +5.9% | -8.1% | -4.1% |
| 1Y | -8.0% | +12.5% | -20.5% | -11.6% |
| 3Y | -5.0% | +117.2% | -122.2% | -23.1% |
| All | -0.9% | +86.2% | -87.1% | -27.8% |
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