+484.0%
BLDR vs FHN
+81.8%
+402.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -3.0% | +2.1% | -5.1% | -4.0% |
| 30D | +20.1% | +3.8% | +16.3% | +18.3% |
| 3M | -17.5% | -8.9% | -8.6% | -13.3% |
| 6M | -16.1% | +1.8% | -17.9% | -16.6% |
| YTD | -41.0% | +0.6% | -41.6% | -41.0% |
| 1Y | -41.6% | +12.9% | -54.5% | -44.9% |
| 3Y | -50.8% | +126.4% | -177.2% | -68.1% |
| 5Y | -10.8% | +62.3% | -73.1% | -40.1% |
| All | +484.0% | +81.8% | +402.2% | +214.0% |
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