+935.7%
BSX vs FHN
+693.7%
+242.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.3% |
| 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% | -34.4% |
| 5Y | +5.4% | +62.3% | -56.9% | -14.3% |
| 10Y | +106.2% | +84.0% | +22.3% | +50.5% |
| All | +935.7% | +693.7% | +242.0% | +281.4% |
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