+6,320.2%
BDX vs FHN
+1,728.2%
+4,592.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +2.9% | +2.1% | +0.8% | +2.6% |
| 30D | +15.4% | +3.8% | +11.6% | +14.8% |
| 3M | +20.5% | -8.9% | +29.5% | +22.1% |
| 6M | +53.2% | +1.8% | +51.4% | +52.6% |
| YTD | +45.7% | +0.6% | +45.1% | +45.3% |
| 1Y | +47.3% | +12.9% | +34.3% | +44.4% |
| 3Y | +25.1% | +126.4% | -101.3% | +9.5% |
| 5Y | +27.4% | +62.3% | -34.9% | +13.7% |
| 10Y | +95.4% | +84.0% | +11.4% | +61.3% |
| All | +6,320.2% | +1,728.2% | +4,592.1% | +2,712.7% |
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