+1,502.7%
BA vs FHN
+1,744.5%
-241.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.5% | +1.6% |
| 7D | +5.9% | +2.3% | +3.6% | +5.2% |
| 30D | -8.2% | +1.6% | -9.8% | -8.6% |
| 3M | -25.4% | -8.4% | -17.0% | -23.4% |
| 6M | -20.0% | -2.3% | -17.7% | -19.5% |
| YTD | -18.5% | +1.5% | -20.0% | -19.1% |
| 1Y | -10.6% | +15.0% | -25.6% | -14.7% |
| 3Y | -9.3% | +120.9% | -130.1% | -29.9% |
| 5Y | -16.9% | +64.0% | -80.9% | -33.7% |
| 10Y | +37.9% | +120.6% | -82.8% | -1.1% |
| All | +1,502.7% | +1,744.5% | -241.8% | +496.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling