+1,359.3%
BP vs FHN
+1,690.1%
-330.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -11.6% | -1.0% | -10.6% | -11.5% |
| 30D | 0.0% | +0.2% | -0.2% | -0.1% |
| 3M | +6.7% | -9.0% | +15.7% | +8.9% |
| 6M | +2.2% | -6.8% | +9.0% | +3.4% |
| YTD | +33.0% | -1.5% | +34.5% | +32.3% |
| 1Y | +30.7% | +10.9% | +19.8% | +26.3% |
| 3Y | +44.2% | +119.4% | -75.2% | +15.7% |
| 5Y | +105.1% | +57.5% | +47.6% | +69.4% |
| 10Y | +133.5% | +114.1% | +19.4% | +72.2% |
| All | +1,359.3% | +1,690.1% | -330.8% | +715.9% |
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