+195.2%
BAH vs FHN
+81.8%
+113.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +1.7% | +2.1% | -0.4% | +1.4% |
| 30D | +20.8% | +3.8% | +17.0% | +20.1% |
| 3M | +11.6% | -8.9% | +20.5% | +13.0% |
| 6M | +23.1% | +1.8% | +21.3% | +22.6% |
| YTD | +5.3% | +0.6% | +4.7% | +4.9% |
| 1Y | +6.1% | +12.9% | -6.8% | +4.0% |
| 3Y | -27.5% | +126.4% | -153.9% | -37.0% |
| 5Y | +6.2% | +62.3% | -56.1% | -5.5% |
| All | +195.2% | +81.8% | +113.3% | +151.8% |
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 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