+7,916.8%
BNY vs FHN
+1,796.6%
+6,120.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.3% | 0.0% | +0.2% | +0.3% |
| 30D | +1.9% | -2.6% | +4.5% | +3.3% |
| 3M | +13.9% | 0.0% | +13.9% | +13.5% |
| 6M | +42.3% | +9.2% | +33.1% | +35.3% |
| YTD | +41.8% | +4.3% | +37.5% | +37.7% |
| 1Y | +57.9% | +10.8% | +47.2% | +47.7% |
| 3Y | +290.7% | +130.7% | +160.0% | +139.5% |
| 5Y | +252.3% | +87.4% | +164.9% | +114.2% |
| 10Y | +412.8% | +126.9% | +285.9% | +147.6% |
| All | +7,916.8% | +1,796.6% | +6,120.1% | +939.3% |
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