-58.8%
BSX vs FHN
+10.7%
-69.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -10.1% | -1.9% | -8.2% | -10.0% |
| 30D | -16.4% | -5.4% | -11.0% | -16.1% |
| 3M | -8.9% | -1.4% | -7.5% | -9.0% |
| 6M | -38.3% | +9.9% | -48.1% | -38.9% |
| YTD | -54.9% | +3.9% | -58.8% | -55.3% |
| 1Y | -58.8% | +10.6% | -69.4% | -59.7% |
| All | -58.8% | +10.7% | -69.6% | -59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling