+1,361.3%
BP vs FHN
+1,728.2%
-366.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | -6.9% | -0.5% | -6.4% | -6.8% |
| 30D | -3.6% | +1.9% | -5.5% | -4.1% |
| 3M | +8.4% | -6.9% | +15.4% | +10.1% |
| 6M | +5.3% | -3.1% | +8.4% | +5.6% |
| YTD | +33.2% | +0.6% | +32.6% | +31.8% |
| 1Y | +28.2% | +12.4% | +15.8% | +23.4% |
| 3Y | +49.2% | +133.7% | -84.5% | +17.9% |
| 5Y | +102.9% | +61.4% | +41.5% | +66.6% |
| 10Y | +127.7% | +97.9% | +29.8% | +70.5% |
| All | +1,361.3% | +1,728.2% | -366.9% | +712.9% |
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