+4.1%
BBWI vs FHN
+14.6%
-10.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.0% |
| 7D | +8.8% | +2.3% | +6.5% | +7.2% |
| 30D | +34.8% | +1.6% | +33.2% | +33.4% |
| 3M | +12.9% | -8.4% | +21.3% | +19.7% |
| 6M | +29.6% | -2.3% | +31.9% | +31.3% |
| YTD | +20.8% | +1.5% | +19.3% | +20.4% |
| 1Y | +4.1% | +15.0% | -10.9% | -9.5% |
| All | +4.1% | +14.6% | -10.5% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling