+74.2%
BND vs FHN
+2.5%
+71.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.4% | +2.1% | -3.6% | -1.4% |
| 30D | +0.6% | +3.8% | -3.2% | +0.6% |
| 3M | -1.6% | -8.9% | +7.3% | -1.7% |
| 6M | -1.5% | +1.8% | -3.4% | -1.5% |
| YTD | -1.5% | +0.6% | -2.0% | -1.4% |
| 1Y | -1.1% | +12.9% | -14.0% | -0.9% |
| 3Y | +13.6% | +126.4% | -112.8% | +15.0% |
| 5Y | -1.8% | +62.3% | -64.1% | -0.8% |
| 10Y | +17.0% | +84.0% | -67.0% | +18.9% |
| All | +74.2% | +2.5% | +71.7% | +77.6% |
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