+1,376.8%
BAC vs FHN
+1,824.4%
-447.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.1% | +1.2% | -0.1% | +0.3% |
| 30D | -0.4% | -4.7% | +4.3% | +2.6% |
| 3M | +16.9% | +3.5% | +13.4% | +14.0% |
| 6M | +26.6% | +7.8% | +18.8% | +20.1% |
| YTD | +15.8% | +5.9% | +9.9% | +11.0% |
| 1Y | +27.2% | +12.5% | +14.7% | +15.8% |
| 3Y | +132.4% | +117.2% | +15.2% | +33.3% |
| 5Y | +72.6% | +86.5% | -14.0% | -6.9% |
| 10Y | +389.7% | +125.7% | +264.0% | +111.1% |
| All | +1,376.8% | +1,824.4% | -447.6% | +93.6% |
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