+468.7%
BTSG vs FHN
+81.2%
+387.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.5% |
| 7D | +5.7% | +2.7% | +3.1% | +4.6% |
| 30D | +0.2% | -3.1% | +3.3% | +1.5% |
| 3M | +5.6% | +2.3% | +3.3% | +4.5% |
| 6M | +50.8% | +9.7% | +41.0% | +44.6% |
| YTD | +67.0% | +4.7% | +62.3% | +62.8% |
| 1Y | +145.5% | +13.8% | +131.8% | +129.1% |
| All | +468.7% | +81.2% | +387.5% | +338.0% |
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