+87.4%
BAC vs FHN
+114.0%
-26.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -1.2% | -1.0% | -0.2% | -0.6% |
| 30D | -7.7% | +0.2% | -7.9% | -7.8% |
| 3M | -21.2% | -9.0% | -12.2% | -17.0% |
| 6M | -6.8% | -6.8% | 0.0% | -3.4% |
| YTD | -8.7% | -1.5% | -7.2% | -8.2% |
| 1Y | -5.3% | +10.9% | -16.2% | -10.8% |
| 3Y | +87.4% | +119.4% | -31.9% | +18.8% |
| All | +87.4% | +114.0% | -26.6% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling