+27.0%
BROS vs FHN
+92.9%
-65.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -6.7% | +1.2% | -7.8% | -7.0% |
| 30D | -29.1% | -4.7% | -24.4% | -27.8% |
| 3M | -16.7% | +3.5% | -20.3% | -17.5% |
| 6M | -11.6% | +7.8% | -19.4% | -13.4% |
| YTD | -23.9% | +5.9% | -29.8% | -25.1% |
| 1Y | -34.8% | +12.5% | -47.3% | -37.1% |
| 3Y | +62.1% | +117.2% | -55.1% | +32.9% |
| All | +27.0% | +92.9% | -65.9% | +26.9% |
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