+173.2%
BKR vs FHN
+89.3%
+83.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -6.9% |
| 7D | -6.7% | -0.8% | -5.9% | -6.5% |
| 30D | -8.3% | -2.6% | -5.7% | -7.7% |
| 3M | -5.4% | +0.8% | -6.2% | -5.9% |
| 6M | +0.8% | +9.2% | -8.4% | -2.0% |
| YTD | +31.8% | +5.1% | +26.7% | +29.4% |
| 1Y | +28.6% | +12.2% | +16.4% | +23.6% |
| 3Y | +71.2% | +132.4% | -61.2% | +39.4% |
| All | +173.2% | +89.3% | +83.8% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling