+25.1%
BROS vs FHN
+90.8%
-65.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -0.9% | +2.7% | -3.6% | -1.8% |
| 30D | -13.5% | -3.1% | -10.3% | -12.6% |
| 3M | -18.4% | +2.3% | -20.8% | -18.9% |
| 6M | -10.6% | +9.7% | -20.3% | -12.9% |
| YTD | -25.1% | +4.7% | -29.8% | -26.0% |
| 1Y | -28.6% | +13.8% | -42.4% | -31.4% |
| 3Y | +65.6% | +131.6% | -66.0% | +34.3% |
| All | +25.1% | +90.8% | -65.7% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling