+214.5%
BAC vs FHN
+80.9%
+133.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +1.5% | +1.3% | +0.3% | +0.8% |
| 30D | -6.4% | +2.8% | -9.2% | -7.8% |
| 3M | -21.7% | -8.9% | -12.7% | -17.6% |
| 6M | +0.5% | -0.7% | +1.2% | +0.7% |
| YTD | -6.7% | +0.1% | -6.8% | -7.0% |
| 1Y | -4.7% | +10.4% | -15.1% | -10.1% |
| 3Y | +96.1% | +128.8% | -32.7% | +20.8% |
| 5Y | +21.7% | +61.5% | -39.8% | -20.5% |
| All | +214.5% | +80.9% | +133.5% | +75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling