+977.1%
BE vs FHN
+87.1%
+890.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | +23.9% | 0.0% | +23.9% | +23.9% |
| 30D | +27.8% | -2.6% | +30.4% | +29.9% |
| 3M | +3.7% | 0.0% | +3.7% | +3.3% |
| 6M | +78.0% | +9.2% | +68.7% | +68.6% |
| YTD | +209.9% | +4.3% | +205.6% | +202.0% |
| 1Y | +389.6% | +10.8% | +378.8% | +356.0% |
| 3Y | +1,730.6% | +130.7% | +1,599.9% | +993.0% |
| 5Y | +1,227.8% | +87.4% | +1,140.4% | +693.2% |
| All | +977.1% | +87.1% | +890.0% | +256.2% |
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 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