+668.0%
BE vs FHN
+80.4%
+587.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.2% |
| 7D | +10.8% | +2.1% | +8.7% | +9.6% |
| 30D | -19.8% | +3.8% | -23.6% | -21.5% |
| 3M | -18.7% | -8.9% | -9.8% | -14.2% |
| 6M | -33.7% | +1.8% | -35.6% | -34.5% |
| YTD | +121.0% | +0.6% | +120.4% | +120.0% |
| 1Y | +85.4% | +12.9% | +72.5% | +71.8% |
| 3Y | +1,709.5% | +126.4% | +1,583.1% | +990.2% |
| 5Y | +462.2% | +62.3% | +399.9% | +269.8% |
| All | +668.0% | +80.4% | +587.6% | +159.5% |
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