+391.8%
BAC vs FHN
+126.5%
+265.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | +1.2% | +2.7% | -1.5% | -0.3% |
| 30D | -0.7% | -3.1% | +2.4% | +0.9% |
| 3M | +16.9% | +2.3% | +14.6% | +15.2% |
| 6M | +29.6% | +9.7% | +19.9% | +22.8% |
| YTD | +15.3% | +4.7% | +10.5% | +12.0% |
| 1Y | +28.8% | +13.8% | +15.1% | +18.5% |
| 3Y | +136.4% | +131.6% | +4.8% | +44.1% |
| 5Y | +72.9% | +91.1% | -18.2% | +0.8% |
| 10Y | +391.8% | +126.6% | +265.1% | +137.5% |
| All | +391.8% | +126.5% | +265.3% | +137.5% |
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