+16,294.4%
BN vs FHN
+1,728.2%
+14,566.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.2% |
| 7D | +3.6% | -0.5% | +4.1% | +3.8% |
| 30D | +15.9% | +1.9% | +13.9% | +15.3% |
| 3M | -2.3% | -6.9% | +4.6% | -0.2% |
| 6M | -8.4% | -3.1% | -5.4% | -7.6% |
| YTD | -5.9% | +0.6% | -6.5% | -6.1% |
| 1Y | -5.6% | +12.4% | -17.9% | -8.8% |
| 3Y | +104.2% | +133.7% | -29.5% | +59.1% |
| 5Y | +35.5% | +61.4% | -25.9% | +11.4% |
| 10Y | +285.2% | +97.9% | +187.4% | +181.3% |
| All | +16,294.4% | +1,728.2% | +14,566.2% | +6,369.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling