+1,251.0%
BE vs FHN
+88.9%
+1,162.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.1% | +10.7% | +10.2% |
| 7D | +29.8% | +2.7% | +27.1% | +28.1% |
| 30D | +26.4% | -3.1% | +29.5% | +28.4% |
| 3M | +9.3% | +2.3% | +7.0% | +7.8% |
| 6M | +105.1% | +9.7% | +95.3% | +95.6% |
| YTD | +219.0% | +4.7% | +214.3% | +211.8% |
| 1Y | +418.8% | +13.8% | +405.0% | +383.2% |
| 3Y | +1,784.6% | +131.6% | +1,653.0% | +1,160.4% |
| 5Y | +1,251.0% | +91.1% | +1,159.8% | +776.7% |
| All | +1,251.0% | +88.9% | +1,162.0% | +776.7% |
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 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