+463.5%
BTSG vs FHN
+80.5%
+383.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.9% | 0.0% | +2.8% | +2.9% |
| 30D | +0.9% | -2.6% | +3.5% | +1.9% |
| 3M | +1.6% | 0.0% | +1.6% | +1.5% |
| 6M | +46.8% | +9.2% | +37.6% | +41.0% |
| YTD | +65.5% | +4.3% | +61.2% | +61.6% |
| 1Y | +136.2% | +10.8% | +125.5% | +123.1% |
| All | +463.5% | +80.5% | +383.0% | +334.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling