+30.1%
BMY vs FHN
+60.9%
-30.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.1% |
| 7D | +1.8% | +0.9% | +0.9% | +1.7% |
| 30D | +6.2% | +2.1% | +4.1% | +6.1% |
| 3M | -2.1% | -6.0% | +3.8% | -1.7% |
| 6M | +14.3% | -2.9% | +17.2% | +14.4% |
| YTD | +21.6% | +0.7% | +20.9% | +21.4% |
| 1Y | +38.8% | +11.0% | +27.8% | +37.5% |
| 3Y | +42.9% | +130.3% | -87.3% | +35.3% |
| 5Y | +30.1% | +61.3% | -31.2% | +25.6% |
| All | +30.1% | +60.9% | -30.9% | +25.6% |
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