+76.4%
BND vs FHN
+7.9%
+68.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.1% | +1.2% | -1.3% | -0.1% |
| 30D | -0.4% | -4.7% | +4.3% | -0.4% |
| 3M | -0.6% | +3.5% | -4.2% | -0.6% |
| 6M | -1.4% | +7.8% | -9.3% | -1.3% |
| YTD | -0.2% | +5.9% | -6.1% | -0.1% |
| 1Y | +1.3% | +12.5% | -11.2% | +1.5% |
| 3Y | +13.2% | +117.2% | -104.1% | +14.5% |
| 5Y | -1.6% | +86.5% | -88.1% | -0.3% |
| 10Y | +15.5% | +125.7% | -110.3% | +17.7% |
| All | +76.4% | +7.9% | +68.4% | +79.9% |
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