+987.7%
BBWI vs FHN
+1,824.4%
-836.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +1.5% | +1.2% | +0.3% | +1.1% |
| 30D | -5.2% | -4.7% | -0.5% | -3.5% |
| 3M | +11.1% | +3.5% | +7.6% | +9.7% |
| 6M | -13.4% | +7.8% | -21.2% | -15.7% |
| YTD | +0.1% | +5.9% | -5.8% | -2.0% |
| 1Y | -36.1% | +12.5% | -48.6% | -39.0% |
| 3Y | -44.1% | +117.2% | -161.3% | -58.3% |
| 5Y | -66.2% | +86.5% | -152.8% | -75.3% |
| 10Y | -54.8% | +125.7% | -180.5% | -70.1% |
| All | +987.7% | +1,824.4% | -836.7% | +183.7% |
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