+183.9%
BAH vs FHN
+126.5%
+57.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.8% |
| 7D | -4.3% | +2.7% | -7.0% | -4.7% |
| 30D | -4.5% | -3.1% | -1.4% | -4.1% |
| 3M | -7.6% | +2.3% | -10.0% | -8.0% |
| 6M | -10.6% | +9.7% | -20.3% | -12.0% |
| YTD | -12.6% | +4.7% | -17.3% | -13.4% |
| 1Y | -27.0% | +13.8% | -40.7% | -28.6% |
| 3Y | -31.5% | +131.6% | -163.1% | -40.8% |
| 5Y | -3.8% | +91.1% | -95.0% | -16.8% |
| 10Y | +183.9% | +126.6% | +57.3% | +131.3% |
| All | +183.9% | +126.5% | +57.4% | +131.3% |
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