+33.0%
BLK vs FHN
+87.1%
-54.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | -3.3% | -1.9% | -1.4% | -2.8% |
| 30D | -6.5% | -5.4% | -1.1% | -5.1% |
| 3M | +6.7% | -1.4% | +8.2% | +7.0% |
| 6M | +14.7% | +9.9% | +4.9% | +11.7% |
| YTD | +2.5% | +3.9% | -1.4% | +1.2% |
| 1Y | -2.8% | +10.6% | -13.4% | -5.8% |
| 3Y | +65.9% | +130.7% | -64.8% | +36.5% |
| All | +33.0% | +87.1% | -54.1% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling