+1,462.0%
BA vs FHN
+1,696.3%
-234.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.8% |
| 7D | -0.1% | -2.3% | +2.2% | +0.6% |
| 30D | -9.1% | -0.9% | -8.2% | -8.9% |
| 3M | -28.2% | -11.0% | -17.1% | -25.6% |
| 6M | -23.1% | -5.4% | -17.7% | -21.9% |
| YTD | -20.6% | -1.2% | -19.4% | -20.5% |
| 1Y | -12.7% | +10.5% | -23.2% | -15.7% |
| 3Y | -11.6% | +115.1% | -126.7% | -31.1% |
| 5Y | -23.1% | +58.1% | -81.2% | -38.0% |
| 10Y | +34.4% | +114.9% | -80.5% | -2.8% |
| All | +1,462.0% | +1,696.3% | -234.3% | +485.6% |
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 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