+60.1%
BMY vs FHN
+81.8%
-21.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +2.1% | +2.1% | -0.1% | +1.8% |
| 30D | +7.0% | +3.8% | +3.2% | +6.5% |
| 3M | -0.9% | -8.9% | +8.1% | +0.3% |
| 6M | +14.9% | +1.8% | +13.1% | +14.6% |
| YTD | +22.8% | +0.6% | +22.2% | +22.5% |
| 1Y | +36.2% | +12.9% | +23.3% | +33.8% |
| 3Y | +45.7% | +126.4% | -80.7% | +29.1% |
| 5Y | +31.3% | +62.3% | -31.0% | +17.8% |
| All | +60.1% | +81.8% | -21.8% | +34.4% |
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