+65.6%
BROS vs FHN
+134.1%
-68.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.9% |
| 7D | -0.9% | +2.7% | -3.6% | -2.3% |
| 30D | -13.5% | -3.1% | -10.3% | -12.1% |
| 3M | -18.4% | +2.3% | -20.8% | -19.2% |
| 6M | -10.6% | +9.7% | -20.3% | -14.2% |
| YTD | -25.1% | +4.7% | -29.8% | -26.6% |
| 1Y | -28.6% | +13.8% | -42.4% | -33.2% |
| 3Y | +65.6% | +131.6% | -66.0% | +13.1% |
| All | +65.6% | +134.1% | -68.6% | +13.1% |
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 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