+83.2%
BN vs FHN
+132.7%
-49.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -2.5% | +1.2% | -3.6% | -3.1% |
| 30D | -9.5% | -4.7% | -4.8% | -7.2% |
| 3M | -10.4% | +3.5% | -13.9% | -12.4% |
| 6M | -6.4% | +7.8% | -14.2% | -10.4% |
| YTD | -11.9% | +5.9% | -17.7% | -15.1% |
| 1Y | -8.6% | +12.5% | -21.1% | -15.5% |
| All | +83.2% | +132.7% | -49.5% | +8.1% |
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