-34.5%
BBWI vs FHN
+13.3%
-47.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -6.1% |
| 7D | -4.4% | 0.0% | -4.5% | -4.4% |
| 30D | -7.4% | -2.6% | -4.8% | -6.1% |
| 3M | -2.2% | 0.0% | -2.3% | -2.2% |
| 6M | -16.3% | +9.2% | -25.5% | -19.3% |
| YTD | -9.1% | +4.3% | -13.5% | -10.3% |
| 1Y | -34.5% | +10.8% | -45.3% | -38.1% |
| All | -34.5% | +13.3% | -47.8% | -38.1% |
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