+711.7%
BIDU vs FHN
+14.5%
+697.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +2.4% | +1.2% | +1.2% | +2.1% |
| 30D | -10.5% | -4.7% | -5.8% | -9.3% |
| 3M | -26.2% | +3.5% | -29.8% | -27.1% |
| 6M | -16.4% | +7.8% | -24.2% | -18.4% |
| YTD | -23.9% | +5.9% | -29.7% | -25.4% |
| 1Y | +1.3% | +12.5% | -11.2% | -2.8% |
| 3Y | -32.1% | +117.2% | -149.3% | -47.5% |
| 5Y | -39.0% | +86.5% | -125.5% | -54.0% |
| 10Y | -44.0% | +125.7% | -169.8% | -64.0% |
| All | +711.7% | +14.5% | +697.3% | +430.4% |
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