+36.6%
BP vs FHN
+14.6%
+22.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.8% | -3.8% |
| 7D | -8.4% | +2.3% | -10.7% | -7.9% |
| 30D | +2.2% | +1.6% | +0.6% | +2.6% |
| 3M | +8.8% | -8.4% | +17.2% | +7.0% |
| 6M | -0.5% | -2.3% | +1.8% | -1.0% |
| YTD | +36.2% | +1.5% | +34.7% | +36.6% |
| 1Y | +36.6% | +15.0% | +21.5% | +34.8% |
| All | +36.6% | +14.6% | +22.0% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling