-1.4%
BDX vs FHN
+90.1%
-91.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | +0.7% | -2.6% | +3.3% | +1.0% |
| 3M | +19.0% | 0.0% | +18.9% | +18.9% |
| 6M | +10.8% | +9.2% | +1.5% | +9.5% |
| YTD | +20.1% | +4.3% | +15.8% | +19.3% |
| 1Y | +23.1% | +10.8% | +12.3% | +21.3% |
| 3Y | -8.8% | +130.7% | -139.5% | -16.6% |
| 5Y | -1.4% | +87.4% | -88.8% | -6.2% |
| All | -1.4% | +90.1% | -91.5% | -6.2% |
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