+129.8%
BP vs FHN
+126.6%
+3.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.8% |
| 7D | +0.9% | +2.7% | -1.7% | 0.0% |
| 30D | +9.1% | -3.1% | +12.2% | +10.1% |
| 3M | +3.9% | +2.3% | +1.6% | +2.7% |
| 6M | +13.6% | +9.7% | +3.9% | +9.2% |
| YTD | +34.0% | +4.7% | +29.3% | +30.4% |
| 1Y | +39.2% | +13.8% | +25.4% | +30.9% |
| 3Y | +36.4% | +131.6% | -95.1% | -3.9% |
| 5Y | +135.8% | +91.1% | +44.7% | +59.8% |
| All | +129.8% | +126.6% | +3.2% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling