-99.9%
BIYA vs FHN
+28.7%
-128.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +9.0% | +2.1% | +6.9% | +7.6% |
| 30D | -12.9% | +3.8% | -16.7% | -15.0% |
| 3M | -54.7% | -8.9% | -45.7% | -51.8% |
| 6M | -85.1% | +1.8% | -86.9% | -85.2% |
| YTD | -96.9% | +0.6% | -97.5% | -96.9% |
| 1Y | -98.5% | +12.9% | -111.5% | -98.7% |
| All | -99.9% | +28.7% | -128.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling