+71.4%
BAC vs FHN
+86.2%
-14.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.1% | +1.2% | -0.1% | +0.6% |
| 30D | -0.4% | -4.7% | +4.3% | +1.4% |
| 3M | +16.9% | +3.5% | +13.4% | +15.2% |
| 6M | +26.6% | +7.8% | +18.8% | +22.9% |
| YTD | +15.8% | +5.9% | +9.9% | +13.2% |
| 1Y | +27.2% | +12.5% | +14.7% | +20.9% |
| 3Y | +132.4% | +117.2% | +15.2% | +77.4% |
| All | +71.4% | +86.2% | -14.7% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling