+6,024.9%
BTI vs FHN
+1,824.4%
+4,200.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -1.4% | +1.2% | -2.6% | -1.6% |
| 30D | -6.6% | -4.7% | -1.9% | -5.8% |
| 3M | -3.0% | +3.5% | -6.5% | -3.6% |
| 6M | -6.7% | +7.8% | -14.5% | -8.0% |
| YTD | +0.6% | +5.9% | -5.3% | -0.7% |
| 1Y | +5.6% | +12.5% | -6.9% | +2.9% |
| 3Y | +110.3% | +117.2% | -6.9% | +78.7% |
| 5Y | +114.3% | +86.5% | +27.7% | +80.1% |
| 10Y | +67.7% | +125.7% | -58.1% | +27.8% |
| All | +6,024.9% | +1,824.4% | +4,200.4% | +2,577.5% |
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