+104.2%
BN vs FHN
+129.2%
-24.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +2.7% |
| 7D | +3.6% | -0.5% | +4.1% | +4.0% |
| 30D | +15.9% | +1.9% | +13.9% | +14.8% |
| 3M | -2.3% | -6.9% | +4.6% | +1.5% |
| 6M | -8.4% | -3.1% | -5.4% | -7.1% |
| YTD | -5.9% | +0.6% | -6.5% | -6.7% |
| 1Y | -5.6% | +12.4% | -17.9% | -12.0% |
| 3Y | +104.2% | +133.7% | -29.5% | +24.5% |
| All | +104.2% | +129.2% | -24.9% | +24.5% |
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