-33.4%
BIDU vs FHN
+129.0%
-162.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.4% | 0.0% | -2.5% | -2.4% |
| 30D | -16.0% | -2.6% | -13.4% | -15.6% |
| 3M | -24.0% | 0.0% | -24.0% | -24.1% |
| 6M | -24.9% | +9.2% | -34.1% | -26.1% |
| YTD | -29.6% | +4.3% | -33.9% | -30.3% |
| 1Y | -15.2% | +10.8% | -25.9% | -16.8% |
| All | -33.4% | +129.0% | -162.4% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling