+1,107.0%
BBWI vs FHN
+1,730.5%
-623.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -4.2% | +0.9% | -5.1% | -4.5% |
| 30D | +24.9% | +2.1% | +22.8% | +24.1% |
| 3M | +13.2% | -6.0% | +19.2% | +15.9% |
| 6M | +12.1% | -2.9% | +15.1% | +13.5% |
| YTD | +11.1% | +0.7% | +10.4% | +10.9% |
| 1Y | +0.7% | +11.0% | -10.3% | -3.0% |
| 3Y | -23.8% | +130.3% | -154.0% | -44.3% |
| 5Y | -66.9% | +61.3% | -128.2% | -74.4% |
| 10Y | -45.3% | +89.6% | -134.9% | -61.7% |
| All | +1,107.0% | +1,730.5% | -623.5% | +220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling