+5.6%
BAH vs FHN
+10.7%
-5.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -2.6% | +1.3% | -3.8% | -2.8% |
| 30D | +20.4% | +2.8% | +17.5% | +19.7% |
| 3M | +11.9% | -8.9% | +20.8% | +13.2% |
| 6M | +17.1% | -0.7% | +17.8% | +16.5% |
| YTD | +5.5% | +0.1% | +5.5% | +5.9% |
| 1Y | +5.6% | +10.4% | -4.8% | +0.8% |
| All | +5.6% | +10.7% | -5.1% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling