+30.3%
BIL vs FHN
+6.3%
+24.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | +1.2% | -1.1% | +0.1% |
| 30D | +0.3% | -4.7% | +5.0% | +0.3% |
| 3M | +0.9% | +3.5% | -2.6% | +1.0% |
| 6M | +1.8% | +7.8% | -6.0% | +1.8% |
| YTD | +2.4% | +5.9% | -3.4% | +2.5% |
| 1Y | +3.7% | +12.5% | -8.7% | +3.7% |
| 3Y | +14.2% | +117.2% | -103.0% | +14.3% |
| 5Y | +19.4% | +86.5% | -67.1% | +19.6% |
| 10Y | +25.2% | +125.7% | -100.5% | +25.5% |
| All | +30.3% | +6.3% | +24.0% | +31.5% |
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