-4.6%
BROS vs FHN
+83.2%
-87.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -20.4% | -0.9% | -19.5% | -20.0% |
| 30D | -6.1% | +2.0% | -8.1% | -6.5% |
| 3M | -29.4% | -6.8% | -22.5% | -27.6% |
| 6M | -31.5% | -0.8% | -30.8% | -31.1% |
| YTD | -42.8% | +0.6% | -43.4% | -42.6% |
| 1Y | -37.5% | +11.5% | -49.0% | -39.2% |
| 3Y | +27.2% | +130.0% | -102.8% | +4.2% |
| 5Y | -47.0% | +60.8% | -107.8% | -53.4% |
| All | -4.6% | +83.2% | -87.8% | -2.8% |
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