+22.6%
BROS vs FHN
+90.1%
-67.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -6.6% | 0.0% | -6.6% | -6.6% |
| 30D | -12.3% | -2.6% | -9.8% | -11.6% |
| 3M | -22.2% | 0.0% | -22.2% | -22.1% |
| 6M | -14.3% | +9.2% | -23.5% | -16.3% |
| YTD | -26.6% | +4.3% | -30.9% | -27.4% |
| 1Y | -31.5% | +10.8% | -42.3% | -33.7% |
| 3Y | +62.3% | +130.7% | -68.5% | +31.8% |
| All | +22.6% | +90.1% | -67.5% | +23.1% |
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 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