+81.5%
BSX vs FHN
+129.4%
-48.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.9% | -4.3% |
| 7D | -8.2% | -0.8% | -7.4% | -8.0% |
| 30D | -15.8% | -2.6% | -13.2% | -15.4% |
| 3M | -10.8% | +0.8% | -11.7% | -11.2% |
| 6M | -38.4% | +9.2% | -47.6% | -39.8% |
| YTD | -54.8% | +5.1% | -59.9% | -55.5% |
| 1Y | -59.0% | +12.2% | -71.2% | -60.4% |
| 3Y | -20.0% | +132.4% | -152.4% | -36.1% |
| 5Y | -3.1% | +91.1% | -94.1% | -24.5% |
| All | +81.5% | +129.4% | -48.0% | +19.1% |
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