+121.3%
BHP vs FHN
+61.0%
+60.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +2.4% | -0.9% | +3.3% | +2.6% |
| 30D | -5.4% | +2.0% | -7.4% | -5.7% |
| 3M | -6.9% | -6.8% | 0.0% | -5.8% |
| 6M | -4.3% | -0.8% | -3.6% | -4.4% |
| YTD | +41.6% | +0.6% | +41.0% | +41.1% |
| 1Y | +53.3% | +11.5% | +41.8% | +50.2% |
| 3Y | +58.4% | +130.0% | -71.6% | +37.8% |
| 5Y | +121.3% | +60.8% | +60.5% | +92.2% |
| All | +121.3% | +61.0% | +60.3% | +92.2% |
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