+25,667.1%
BRO vs FHN
+1,796.6%
+23,870.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | -7.6% | 0.0% | -7.7% | -7.6% |
| 30D | -6.9% | -2.6% | -4.3% | -6.4% |
| 3M | +12.8% | 0.0% | +12.8% | +12.8% |
| 6M | -5.9% | +9.2% | -15.1% | -7.7% |
| YTD | -15.9% | +4.3% | -20.2% | -16.9% |
| 1Y | -28.1% | +10.8% | -38.9% | -30.1% |
| 3Y | -7.0% | +130.7% | -137.7% | -24.3% |
| 5Y | +18.0% | +87.4% | -69.4% | -4.0% |
| 10Y | +293.9% | +126.9% | +167.0% | +187.9% |
| All | +25,667.1% | +1,796.6% | +23,870.5% | +12,891.1% |
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