+246.5%
BBY vs FHN
+128.3%
+118.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +0.6% | -1.2% | +1.8% | +1.0% |
| 30D | +9.4% | -4.8% | +14.2% | +11.2% |
| 3M | +19.3% | -0.7% | +20.1% | +19.6% |
| 6M | +47.9% | +10.6% | +37.3% | +42.7% |
| YTD | +39.6% | +4.6% | +35.0% | +37.0% |
| 1Y | +22.2% | +11.4% | +10.8% | +17.0% |
| 3Y | +45.0% | +132.3% | -87.3% | +7.3% |
| 5Y | +2.6% | +90.2% | -87.6% | -25.0% |
| All | +246.5% | +128.3% | +118.2% | +117.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling