+62.7%
BMY vs FHN
+127.8%
-65.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -0.7% | -2.6% | +1.9% | -0.4% |
| 3M | +15.3% | 0.0% | +15.3% | +15.2% |
| 6M | +8.5% | +9.2% | -0.7% | +7.1% |
| YTD | +23.4% | +4.3% | +19.1% | +22.5% |
| 1Y | +42.9% | +10.8% | +32.2% | +40.5% |
| 3Y | +22.0% | +130.7% | -108.8% | +7.4% |
| 5Y | +24.3% | +87.4% | -63.0% | +8.6% |
| All | +62.7% | +127.8% | -65.1% | +21.8% |
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