-38.7%
BTDR vs FHN
+80.4%
-119.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.5% | -12.3% | -12.6% |
| 7D | +15.4% | +1.3% | +14.2% | +14.9% |
| 30D | -33.4% | +2.8% | -36.3% | -34.2% |
| 3M | -32.0% | -8.9% | -23.1% | -29.2% |
| 6M | -52.2% | -0.7% | -51.5% | -52.3% |
| YTD | -45.3% | +0.1% | -45.4% | -45.5% |
| 1Y | -56.0% | +10.4% | -66.4% | -58.1% |
| 3Y | +54.4% | +128.8% | -74.4% | +21.8% |
| 5Y | -38.5% | +61.5% | -100.0% | -50.0% |
| All | -38.7% | +80.4% | -119.1% | -49.9% |
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 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