-1.8%
BROS vs FHN
+83.2%
-85.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.1% | +4.5% | +5.9% |
| 7D | -17.9% | -0.5% | -17.5% | -17.6% |
| 30D | -5.4% | +1.9% | -7.3% | -5.7% |
| 3M | -32.1% | -6.9% | -25.1% | -30.3% |
| 6M | -31.7% | -3.1% | -28.6% | -30.7% |
| YTD | -41.2% | +0.6% | -41.8% | -41.0% |
| 1Y | -32.6% | +12.4% | -45.0% | -34.5% |
| 3Y | +32.7% | +133.7% | -101.0% | +8.4% |
| 5Y | -44.2% | +61.4% | -105.6% | -50.9% |
| All | -1.8% | +83.2% | -85.0% | 0.0% |
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