-50.8%
BIDU vs FHN
+129.4%
-180.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -5.2% | -0.8% | -4.4% | -5.1% |
| 30D | -14.5% | -2.6% | -11.9% | -14.0% |
| 3M | -22.9% | +0.8% | -23.7% | -23.1% |
| 6M | -27.8% | +9.2% | -37.0% | -29.3% |
| YTD | -30.7% | +5.1% | -35.8% | -31.6% |
| 1Y | -15.8% | +12.2% | -28.0% | -18.2% |
| 3Y | -33.2% | +132.4% | -165.6% | -45.6% |
| 5Y | -44.8% | +91.1% | -135.9% | -55.9% |
| All | -50.8% | +129.4% | -180.2% | -63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling