-25.9%
BBWI vs FHN
+114.0%
-139.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.1% |
| 7D | -6.2% | -1.0% | -5.2% | -5.5% |
| 30D | +19.9% | +0.2% | +19.7% | +20.0% |
| 3M | +7.1% | -9.0% | +16.1% | +13.2% |
| 6M | +13.7% | -6.8% | +20.5% | +18.5% |
| YTD | +9.6% | -1.5% | +11.1% | +10.6% |
| 1Y | -1.6% | +10.9% | -12.6% | -7.4% |
| 3Y | -25.9% | +119.4% | -145.2% | -53.0% |
| All | -25.9% | +114.0% | -139.9% | -53.0% |
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