+82.4%
BHP vs FHN
+129.8%
-47.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | +1.3% | +2.7% | -1.4% | +0.6% |
| 30D | +4.0% | -3.1% | +7.1% | +4.6% |
| 3M | +12.3% | +2.3% | +10.0% | +11.4% |
| 6M | +30.8% | +9.7% | +21.1% | +27.6% |
| YTD | +58.8% | +4.7% | +54.0% | +56.2% |
| 1Y | +76.8% | +13.8% | +63.1% | +70.4% |
| All | +82.4% | +129.8% | -47.4% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling