-66.7%
BBWI vs FHN
+88.9%
-155.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.7% |
| 7D | +1.6% | +2.7% | -1.1% | +0.6% |
| 30D | -6.2% | -3.1% | -3.1% | -5.1% |
| 3M | +4.3% | +2.3% | +2.0% | +3.5% |
| 6M | -7.2% | +9.7% | -16.9% | -10.1% |
| YTD | -3.0% | +4.7% | -7.8% | -4.5% |
| 1Y | -30.8% | +13.8% | -44.5% | -33.9% |
| 3Y | -43.4% | +131.6% | -175.0% | -55.5% |
| 5Y | -66.7% | +91.1% | -157.9% | -75.3% |
| All | -66.7% | +88.9% | -155.7% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling