-1.0%
BSX vs FHN
+90.1%
-91.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -7.0% | 0.0% | -7.1% | -7.1% |
| 30D | -10.9% | -2.6% | -8.3% | -10.7% |
| 3M | -8.2% | 0.0% | -8.2% | -8.2% |
| 6M | -37.5% | +9.2% | -46.7% | -38.1% |
| YTD | -52.8% | +4.3% | -57.2% | -53.1% |
| 1Y | -58.4% | +10.8% | -69.2% | -58.9% |
| 3Y | -16.5% | +130.7% | -147.3% | -22.1% |
| 5Y | -1.0% | +87.4% | -88.4% | -11.9% |
| All | -1.0% | +90.1% | -91.1% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling