+1,064.4%
BAC vs FHN
+1,690.1%
-625.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -1.2% | -1.0% | -0.2% | -0.5% |
| 30D | -7.7% | +0.2% | -7.9% | -7.8% |
| 3M | -21.2% | -9.0% | -12.2% | -16.2% |
| 6M | -6.8% | -6.8% | 0.0% | -2.8% |
| YTD | -8.7% | -1.5% | -7.2% | -8.3% |
| 1Y | -5.3% | +10.9% | -16.2% | -12.1% |
| 3Y | +87.4% | +119.4% | -31.9% | +7.1% |
| 5Y | +18.9% | +57.5% | -38.6% | -28.0% |
| 10Y | +273.3% | +114.1% | +159.2% | +66.5% |
| All | +1,064.4% | +1,690.1% | -625.7% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling