+120.2%
BKR vs FHN
+128.3%
-8.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -7.0% | -1.2% | -5.8% | -6.5% |
| 30D | -8.1% | -4.8% | -3.3% | -6.1% |
| 3M | -6.6% | -0.7% | -5.9% | -6.8% |
| 6M | +0.9% | +10.6% | -9.8% | -4.4% |
| YTD | +31.1% | +4.6% | +26.5% | +27.2% |
| 1Y | +27.7% | +11.4% | +16.3% | +19.7% |
| 3Y | +71.2% | +132.3% | -61.0% | +10.9% |
| 5Y | +177.6% | +90.2% | +87.5% | +71.9% |
| All | +120.2% | +128.3% | -8.2% | +11.7% |
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 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