+30.7%
BIL vs FHN
-1.1%
+31.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | 0.0% |
| 7D | -0.3% | -1.0% | +0.7% | -0.3% |
| 30D | 0.0% | +0.2% | -0.2% | 0.0% |
| 3M | +0.6% | -9.0% | +9.6% | +0.6% |
| 6M | +1.5% | -6.8% | +8.4% | +1.5% |
| YTD | +2.8% | -1.5% | +4.3% | +2.8% |
| 1Y | +3.3% | +10.9% | -7.6% | +3.4% |
| 3Y | +13.5% | +119.4% | -105.9% | +13.6% |
| 5Y | +19.8% | +57.5% | -37.8% | +19.9% |
| 10Y | +25.6% | +114.1% | -88.6% | +25.8% |
| All | +30.7% | -1.1% | +31.8% | +31.9% |
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