+7,061.6%
BHP vs FHN
+1,718.9%
+5,342.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +2.5% | +1.3% | +1.2% | +2.1% |
| 30D | -5.2% | +2.8% | -8.0% | -6.0% |
| 3M | -8.7% | -8.9% | +0.2% | -6.4% |
| 6M | -6.9% | -0.7% | -6.2% | -7.0% |
| YTD | +39.0% | +0.1% | +38.9% | +38.3% |
| 1Y | +48.9% | +10.4% | +38.5% | +44.1% |
| 3Y | +55.4% | +128.8% | -73.4% | +18.5% |
| 5Y | +119.2% | +61.5% | +57.8% | +73.5% |
| 10Y | +340.5% | +83.0% | +257.5% | +214.5% |
| All | +7,061.6% | +1,718.9% | +5,342.8% | +3,161.8% |
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