-14.9%
BAX vs FHN
+129.2%
-144.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.8% |
| 7D | +9.0% | -0.5% | +9.5% | +9.2% |
| 30D | +8.5% | +1.9% | +6.5% | +7.9% |
| 3M | -4.1% | -6.9% | +2.8% | -2.3% |
| 6M | +46.9% | -3.1% | +50.0% | +47.9% |
| YTD | +38.4% | +0.6% | +37.8% | +38.0% |
| 1Y | +47.0% | +12.4% | +34.6% | +43.0% |
| 3Y | -14.9% | +133.7% | -148.6% | -28.6% |
| All | -14.9% | +129.2% | -144.1% | -28.6% |
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