+875.9%
BAX vs FHN
+1,824.4%
-948.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.1% | +1.2% | -2.3% | -1.3% |
| 30D | -5.5% | -4.7% | -0.8% | -4.7% |
| 3M | +33.5% | +3.5% | +30.0% | +32.7% |
| 6M | +35.9% | +7.8% | +28.0% | +34.2% |
| YTD | +35.4% | +5.9% | +29.5% | +34.1% |
| 1Y | +9.8% | +12.5% | -2.7% | +7.4% |
| 3Y | -32.7% | +117.2% | -149.9% | -41.6% |
| 5Y | -65.6% | +86.5% | -152.1% | -70.4% |
| 10Y | -34.9% | +125.7% | -160.6% | -49.0% |
| All | +875.9% | +1,824.4% | -948.5% | +262.8% |
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