-35.7%
BIDU vs FHN
+14.6%
-50.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.1% |
| 7D | +1.2% | +2.3% | -1.1% | +0.7% |
| 30D | -7.5% | +1.6% | -9.2% | -7.9% |
| 3M | -28.6% | -8.4% | -20.2% | -27.2% |
| 6M | -36.9% | -2.3% | -34.6% | -36.9% |
| YTD | -38.4% | +1.5% | -39.9% | -39.8% |
| 1Y | -35.7% | +15.0% | -50.7% | -39.6% |
| All | -35.7% | +14.6% | -50.2% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling