+549.5%
BTSG vs FHN
+73.1%
+476.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +8.5% | +1.3% | +7.2% | +8.0% |
| 30D | +14.0% | +2.8% | +11.2% | +12.6% |
| 3M | +19.7% | -8.9% | +28.6% | +24.2% |
| 6M | +28.7% | -0.7% | +29.4% | +28.6% |
| YTD | +90.8% | +0.1% | +90.7% | +89.1% |
| 1Y | +112.4% | +10.4% | +102.0% | +101.6% |
| All | +549.5% | +73.1% | +476.4% | +408.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling