+1,016.5%
BSX vs FHN
+735.5%
+281.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.0% | +1.2% | +0.9% | +1.7% |
| 30D | +0.1% | -4.7% | +4.8% | +1.2% |
| 3M | -2.1% | +3.5% | -5.7% | -3.1% |
| 6M | -33.8% | +7.8% | -41.6% | -35.2% |
| YTD | -49.9% | +5.9% | -55.7% | -50.8% |
| 1Y | -55.4% | +12.5% | -67.9% | -57.1% |
| 3Y | -10.9% | +117.2% | -128.1% | -28.6% |
| 5Y | +6.4% | +86.5% | -80.1% | -16.7% |
| 10Y | +97.0% | +125.7% | -28.7% | +36.4% |
| All | +1,016.5% | +735.5% | +281.0% | +306.1% |
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 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