-7.8%
BRO vs FHN
+129.5%
-137.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -7.3% | -1.2% | -6.1% | -7.2% |
| 30D | -6.9% | -4.8% | -2.1% | -6.3% |
| 3M | +10.7% | -0.7% | +11.4% | +10.7% |
| 6M | -2.7% | +10.6% | -13.3% | -4.0% |
| YTD | -16.3% | +4.6% | -20.9% | -16.9% |
| 1Y | -29.1% | +11.4% | -40.4% | -30.3% |
| 3Y | -7.8% | +132.3% | -140.1% | -14.2% |
| All | -7.8% | +129.5% | -137.4% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling