-2.1%
BROS vs FHN
+83.2%
-85.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.5% | +6.0% | +6.3% |
| 7D | +6.3% | +2.1% | +4.2% | +5.6% |
| 30D | -8.3% | +3.8% | -12.1% | -9.2% |
| 3M | -29.8% | -8.9% | -20.8% | -27.5% |
| 6M | -25.8% | +1.8% | -27.6% | -25.9% |
| YTD | -41.4% | +0.6% | -41.9% | -41.2% |
| 1Y | -35.2% | +12.9% | -48.1% | -37.1% |
| 3Y | +32.8% | +126.4% | -93.6% | +9.2% |
| 5Y | -42.2% | +62.3% | -104.4% | -48.9% |
| All | -2.1% | +83.2% | -85.3% | -0.3% |
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