+641.7%
BE vs FHN
+80.6%
+561.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -13.4% | +0.9% | -14.3% | -13.6% |
| 30D | -33.9% | +2.1% | -36.0% | -34.6% |
| 3M | -12.0% | -6.0% | -6.0% | -8.7% |
| 6M | -29.0% | -2.9% | -26.0% | -27.9% |
| YTD | +113.4% | +0.7% | +112.7% | +112.3% |
| 1Y | +33.2% | +11.0% | +22.2% | +25.0% |
| 3Y | +1,659.2% | +130.3% | +1,528.9% | +949.6% |
| 5Y | +461.4% | +61.3% | +400.1% | +270.9% |
| All | +641.7% | +80.6% | +561.1% | +150.5% |
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