+500.0%
BLDR vs FHN
+81.8%
+418.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -10.3% | -0.9% | -9.4% | -9.8% |
| 30D | +19.6% | +2.0% | +17.5% | +18.8% |
| 3M | -17.0% | -6.8% | -10.2% | -13.8% |
| 6M | -16.7% | -0.8% | -16.0% | -16.1% |
| YTD | -39.4% | +0.6% | -40.0% | -39.4% |
| 1Y | -41.7% | +11.5% | -53.2% | -44.6% |
| 3Y | -49.9% | +130.0% | -179.8% | -67.8% |
| 5Y | -7.6% | +60.8% | -68.4% | -37.6% |
| All | +500.0% | +81.8% | +418.2% | +222.6% |
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