+1,071.5%
BAH vs FHN
+257.0%
+814.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +17.3% | +1.9% | +15.3% | +16.8% |
| 3M | +14.9% | -6.9% | +21.8% | +16.3% |
| 6M | +14.2% | -3.1% | +17.3% | +14.7% |
| YTD | +5.1% | +0.6% | +4.5% | +4.6% |
| 1Y | +2.1% | +12.4% | -10.3% | -0.4% |
| 3Y | -26.0% | +133.7% | -159.7% | -38.5% |
| 5Y | +9.0% | +61.4% | -52.4% | -6.3% |
| 10Y | +208.8% | +97.9% | +110.9% | +137.4% |
| All | +1,071.5% | +257.0% | +814.5% | +618.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling