+1,335.7%
BP vs FHN
+1,824.4%
-488.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.9% | +1.2% | +2.8% | +3.6% |
| 30D | +7.6% | -4.7% | +12.3% | +8.7% |
| 3M | +0.7% | +3.5% | -2.8% | -0.4% |
| 6M | +15.5% | +7.8% | +7.7% | +12.7% |
| YTD | +30.8% | +5.9% | +25.0% | +28.0% |
| 1Y | +34.3% | +12.5% | +21.8% | +29.1% |
| 3Y | +35.1% | +117.2% | -82.2% | +8.5% |
| 5Y | +126.8% | +86.5% | +40.3% | +79.9% |
| 10Y | +123.4% | +125.7% | -2.4% | +62.6% |
| All | +1,335.7% | +1,824.4% | -488.7% | +689.8% |
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 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