-3.8%
BAH vs FHN
+88.9%
-92.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.8% |
| 7D | -4.3% | +2.7% | -7.0% | -4.6% |
| 30D | -4.5% | -3.1% | -1.4% | -4.2% |
| 3M | -7.6% | +2.3% | -10.0% | -7.9% |
| 6M | -10.6% | +9.7% | -20.3% | -11.7% |
| YTD | -12.6% | +4.7% | -17.3% | -13.2% |
| 1Y | -27.0% | +13.8% | -40.7% | -28.2% |
| 3Y | -31.5% | +131.6% | -163.1% | -39.0% |
| 5Y | -3.8% | +91.1% | -95.0% | -17.7% |
| All | -3.8% | +88.9% | -92.7% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling