+566.3%
BKR vs FHN
+1,796.6%
-1,230.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -1.5% | 0.0% | -1.6% | -1.6% |
| 30D | -0.7% | -2.6% | +1.9% | +0.1% |
| 3M | +0.5% | 0.0% | +0.5% | +0.2% |
| 6M | +6.6% | +9.2% | -2.6% | +3.3% |
| YTD | +41.3% | +4.3% | +36.9% | +38.6% |
| 1Y | +42.2% | +10.8% | +31.5% | +36.4% |
| 3Y | +83.4% | +130.7% | -47.3% | +37.5% |
| 5Y | +203.6% | +87.4% | +116.3% | +127.9% |
| 10Y | +139.9% | +126.9% | +13.1% | +65.0% |
| All | +566.3% | +1,796.6% | -1,230.4% | +154.5% |
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