+113.3%
BSX vs FHN
+81.8%
+31.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +3.7% | +2.1% | +1.6% | +3.2% |
| 30D | +3.1% | +3.8% | -0.7% | +2.3% |
| 3M | -14.2% | -8.9% | -5.3% | -12.4% |
| 6M | -16.4% | +1.8% | -18.2% | -16.9% |
| YTD | -53.5% | +0.6% | -54.1% | -53.8% |
| 1Y | -57.8% | +12.9% | -70.7% | -59.2% |
| 3Y | -17.4% | +126.4% | -143.8% | -33.7% |
| 5Y | +5.4% | +62.3% | -56.9% | -13.9% |
| All | +113.3% | +81.8% | +31.4% | +46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling