+7,943.2%
BHP vs FHN
+1,824.4%
+6,118.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -2.9% | +1.2% | -4.1% | -3.2% |
| 30D | +3.4% | -4.7% | +8.1% | +4.7% |
| 3M | +4.1% | +3.5% | +0.5% | +2.8% |
| 6M | +20.6% | +7.8% | +12.8% | +17.8% |
| YTD | +56.1% | +5.9% | +50.2% | +53.0% |
| 1Y | +69.6% | +12.5% | +57.1% | +62.8% |
| 3Y | +78.8% | +117.2% | -38.4% | +38.2% |
| 5Y | +113.1% | +86.5% | +26.5% | +61.5% |
| 10Y | +505.9% | +125.7% | +380.2% | +307.7% |
| All | +7,943.2% | +1,824.4% | +6,118.7% | +3,506.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling