+70.3%
BTI vs FHN
+129.4%
-59.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.9% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -3.4% | -2.6% | -0.8% | -3.0% |
| 3M | -9.0% | +0.8% | -9.8% | -9.1% |
| 6M | -5.0% | +9.2% | -14.2% | -6.5% |
| YTD | -0.3% | +5.1% | -5.4% | -1.4% |
| 1Y | +3.1% | +12.2% | -9.1% | +0.8% |
| 3Y | +111.0% | +132.4% | -21.5% | +77.9% |
| 5Y | +117.0% | +91.1% | +25.9% | +81.2% |
| All | +70.3% | +129.4% | -59.2% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling