+106.1%
BTSG vs FHN
+11.4%
+94.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.7% | -7.4% | -6.9% |
| 7D | -5.8% | -0.8% | -5.0% | -5.6% |
| 30D | 0.0% | -2.6% | +2.6% | +0.8% |
| 3M | -4.5% | +0.8% | -5.3% | -4.7% |
| 6M | +40.0% | +9.2% | +30.8% | +36.0% |
| YTD | +54.6% | +5.1% | +49.4% | +51.3% |
| 1Y | +106.1% | +12.2% | +93.9% | +94.9% |
| All | +106.1% | +11.4% | +94.8% | +94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling