+251.7%
BAC vs FHN
+106.3%
+145.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +1.1% |
| 7D | +2.0% | -0.5% | +2.4% | +2.3% |
| 30D | -6.9% | +1.9% | -8.9% | -7.9% |
| 3M | -19.6% | -6.9% | -12.6% | -16.4% |
| 6M | -0.5% | -3.1% | +2.6% | +1.1% |
| YTD | -6.6% | +0.6% | -7.2% | -7.2% |
| 1Y | -3.0% | +12.4% | -15.3% | -9.4% |
| 3Y | +97.3% | +133.7% | -36.4% | +20.0% |
| 5Y | +21.9% | +61.4% | -39.5% | -20.4% |
| 10Y | +251.7% | +97.9% | +153.8% | +78.5% |
| All | +251.7% | +106.3% | +145.4% | +78.5% |
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