+18.4%
BTDR vs FHN
+129.0%
-110.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | +14.8% | 0.0% | +14.8% | +14.9% |
| 30D | +41.8% | -2.6% | +44.4% | +44.5% |
| 3M | -29.2% | 0.0% | -29.2% | -29.9% |
| 6M | +66.2% | +9.2% | +56.9% | +51.6% |
| YTD | +10.0% | +4.3% | +5.6% | +3.9% |
| 1Y | -11.0% | +10.8% | -21.7% | -23.2% |
| All | +18.4% | +129.0% | -110.5% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling