+55.4%
BDX vs FHN
+129.4%
-74.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -5.4% | -0.8% | -4.6% | -5.3% |
| 30D | -2.2% | -2.6% | +0.5% | -1.9% |
| 3M | +20.1% | +0.8% | +19.2% | +19.9% |
| 6M | +9.1% | +9.2% | -0.2% | +7.8% |
| YTD | +17.9% | +5.1% | +12.8% | +17.0% |
| 1Y | +22.1% | +12.2% | +9.9% | +20.1% |
| 3Y | -10.5% | +132.4% | -142.9% | -19.3% |
| 5Y | -2.6% | +91.1% | -93.7% | -12.2% |
| All | +55.4% | +129.4% | -74.0% | +34.5% |
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