+126.6%
BHP vs FHN
+90.1%
+36.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +4.0% | -2.6% | +6.6% | +4.4% |
| 3M | +11.3% | 0.0% | +11.2% | +11.1% |
| 6M | +29.3% | +9.2% | +20.1% | +27.1% |
| YTD | +59.2% | +4.3% | +54.9% | +57.6% |
| 1Y | +80.8% | +10.8% | +70.1% | +76.9% |
| 3Y | +88.0% | +130.7% | -42.7% | +62.0% |
| 5Y | +126.6% | +87.4% | +39.3% | +81.9% |
| All | +126.6% | +90.1% | +36.6% | +81.9% |
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 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