-31.3%
BAH vs FHN
+132.7%
-164.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.2% | +1.2% | -4.4% | -3.3% |
| 30D | +2.0% | -4.7% | +6.7% | +2.4% |
| 3M | -7.6% | +3.5% | -11.2% | -7.9% |
| 6M | -5.7% | +7.8% | -13.5% | -6.3% |
| YTD | -11.7% | +5.9% | -17.6% | -12.1% |
| 1Y | -27.4% | +12.5% | -39.8% | -28.1% |
| All | -31.3% | +132.7% | -164.0% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling