+389.2%
BLDR vs FHN
+6.8%
+382.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -2.8% | +1.2% | -4.0% | -3.4% |
| 30D | -13.3% | -4.7% | -8.6% | -11.1% |
| 3M | -12.3% | +3.5% | -15.8% | -13.9% |
| 6M | -31.5% | +7.8% | -39.3% | -34.1% |
| YTD | -36.1% | +5.9% | -41.9% | -38.0% |
| 1Y | -54.1% | +12.5% | -66.6% | -57.1% |
| 3Y | -55.8% | +117.2% | -173.0% | -71.6% |
| 5Y | +20.7% | +86.5% | -65.8% | -26.6% |
| 10Y | +390.2% | +125.7% | +264.5% | +147.7% |
| All | +389.2% | +6.8% | +382.4% | +173.0% |
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 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