-47.7%
BBWI vs FHN
+81.8%
-129.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.2% |
| 7D | +0.1% | +2.1% | -2.0% | -0.9% |
| 30D | +12.9% | +3.8% | +9.1% | +11.0% |
| 3M | +16.0% | -8.9% | +24.9% | +21.8% |
| 6M | +16.6% | +1.8% | +14.8% | +15.7% |
| YTD | +9.7% | +0.6% | +9.2% | +9.4% |
| 1Y | +1.5% | +12.9% | -11.4% | -4.7% |
| 3Y | -21.4% | +126.4% | -147.7% | -49.1% |
| 5Y | -67.6% | +62.3% | -129.9% | -78.2% |
| All | -47.7% | +81.8% | -129.5% | -73.3% |
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