-53.7%
BIDU vs FHN
+61.2%
-114.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | -4.6% | +2.1% | -6.7% | -4.8% |
| 30D | -4.5% | +3.8% | -8.3% | -4.9% |
| 3M | -25.4% | -8.9% | -16.4% | -24.6% |
| 6M | -48.1% | +1.8% | -49.9% | -48.2% |
| YTD | -40.2% | +0.6% | -40.8% | -40.3% |
| 1Y | -35.2% | +12.9% | -48.2% | -36.2% |
| 3Y | -27.1% | +126.4% | -153.5% | -33.1% |
| All | -53.7% | +61.2% | -114.8% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling