+275.1%
BLK vs FHN
+128.3%
+146.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -3.3% | -1.2% | -2.1% | -2.9% |
| 30D | -6.5% | -4.8% | -1.7% | -4.9% |
| 3M | +6.7% | -0.7% | +7.5% | +6.8% |
| 6M | +14.7% | +10.6% | +4.1% | +10.5% |
| YTD | +2.5% | +4.6% | -2.1% | +0.6% |
| 1Y | -2.8% | +11.4% | -14.1% | -7.1% |
| 3Y | +65.9% | +132.3% | -66.4% | +20.4% |
| 5Y | +33.0% | +90.2% | -57.2% | -5.2% |
| All | +275.1% | +128.3% | +146.8% | +128.5% |
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 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