+465.4%
BE vs FHN
+63.2%
+402.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.1% | +9.8% | +10.9% |
| 7D | -1.2% | -0.5% | -0.7% | -0.8% |
| 30D | -30.9% | +1.9% | -32.8% | -31.5% |
| 3M | -11.6% | -6.9% | -4.7% | -8.3% |
| 6M | -25.7% | -3.1% | -22.7% | -24.7% |
| YTD | +123.1% | +0.6% | +122.5% | +122.5% |
| 1Y | +43.4% | +12.4% | +31.0% | +35.4% |
| 3Y | +1,683.6% | +133.7% | +1,549.9% | +1,090.4% |
| 5Y | +465.4% | +61.4% | +404.1% | +299.6% |
| All | +465.4% | +63.2% | +402.2% | +299.6% |
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