+476.4%
BHP vs FHN
+128.3%
+348.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | -1.2% | -2.4% | -3.3% |
| 30D | -1.2% | -4.8% | +3.6% | +0.2% |
| 3M | +1.2% | -0.7% | +1.9% | +1.1% |
| 6M | +21.4% | +10.6% | +10.8% | +17.3% |
| YTD | +50.4% | +4.6% | +45.8% | +47.6% |
| 1Y | +67.5% | +11.4% | +56.1% | +60.6% |
| 3Y | +72.8% | +132.3% | -59.4% | +26.9% |
| 5Y | +112.6% | +90.2% | +22.4% | +51.6% |
| All | +476.4% | +128.3% | +348.1% | +234.5% |
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