-33.9%
BAX vs FHN
+106.3%
-140.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.0% |
| 7D | +9.0% | -0.5% | +9.5% | +9.1% |
| 30D | +8.5% | +1.9% | +6.5% | +8.1% |
| 3M | -4.1% | -6.9% | +2.8% | -3.0% |
| 6M | +46.9% | -3.1% | +50.0% | +47.6% |
| YTD | +38.4% | +0.6% | +37.8% | +38.3% |
| 1Y | +47.0% | +12.4% | +34.6% | +44.3% |
| 3Y | -14.9% | +133.7% | -148.6% | -26.1% |
| 5Y | -62.5% | +61.4% | -123.9% | -66.6% |
| 10Y | -33.9% | +97.9% | -131.8% | -44.9% |
| All | -33.9% | +106.3% | -140.2% | -44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling