+1,053.3%
BAH vs FHN
+249.6%
+803.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | -3.5% | -1.0% | -2.6% | -3.4% |
| 30D | +24.3% | +0.2% | +24.0% | +24.2% |
| 3M | +16.3% | -9.0% | +25.3% | +18.2% |
| 6M | +13.6% | -6.8% | +20.4% | +14.9% |
| YTD | +3.5% | -1.5% | +5.0% | +3.4% |
| 1Y | +2.7% | +10.9% | -8.2% | +0.4% |
| 3Y | -26.6% | +119.4% | -145.9% | -38.3% |
| 5Y | +8.5% | +57.5% | -49.0% | -6.3% |
| 10Y | +225.1% | +114.1% | +111.0% | +143.7% |
| All | +1,053.3% | +249.6% | +803.7% | +609.6% |
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 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