+285.2%
BRO vs FHN
+128.3%
+156.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -7.3% | -1.2% | -6.1% | -7.1% |
| 30D | -6.9% | -4.8% | -2.1% | -5.9% |
| 3M | +10.7% | -0.7% | +11.4% | +10.8% |
| 6M | -2.7% | +10.6% | -13.3% | -4.9% |
| YTD | -16.3% | +4.6% | -20.9% | -17.4% |
| 1Y | -29.1% | +11.4% | -40.4% | -31.1% |
| 3Y | -7.8% | +132.3% | -140.1% | -25.5% |
| 5Y | +18.7% | +90.2% | -71.4% | -5.1% |
| All | +285.2% | +128.3% | +156.9% | +166.4% |
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