+42.9%
BMY vs FHN
+132.8%
-89.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +1.8% | +0.9% | +0.9% | +1.6% |
| 30D | +6.2% | +2.1% | +4.1% | +5.9% |
| 3M | -2.1% | -6.0% | +3.8% | -1.4% |
| 6M | +14.3% | -2.9% | +17.2% | +14.5% |
| YTD | +21.6% | +0.7% | +20.9% | +21.1% |
| 1Y | +38.8% | +11.0% | +27.8% | +36.5% |
| 3Y | +42.9% | +130.3% | -87.3% | +21.6% |
| All | +42.9% | +132.8% | -89.8% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling