+23.8%
BTDR vs FHN
+90.9%
-67.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +20.0% | +1.2% | +18.8% | +19.4% |
| 30D | +11.9% | -4.7% | +16.6% | +14.4% |
| 3M | -36.9% | +3.5% | -40.5% | -38.2% |
| 6M | +56.5% | +7.8% | +48.7% | +51.1% |
| YTD | +10.4% | +5.9% | +4.6% | +7.2% |
| 1Y | +3.1% | +12.5% | -9.4% | -3.8% |
| 3Y | -2.6% | +117.2% | -119.8% | -24.1% |
| 5Y | +25.2% | +86.5% | -61.4% | -0.8% |
| All | +23.8% | +90.9% | -67.1% | -1.3% |
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