+246.2%
BURL vs FHN
+109.7%
+136.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.0% |
| 7D | +3.5% | -2.3% | +5.8% | +4.4% |
| 30D | -9.3% | -0.9% | -8.3% | -8.9% |
| 3M | -32.1% | -11.0% | -21.1% | -29.2% |
| 6M | -19.8% | -5.4% | -14.4% | -18.3% |
| YTD | -13.2% | -1.2% | -12.0% | -13.1% |
| 1Y | -7.8% | +10.5% | -18.3% | -11.6% |
| 3Y | +89.3% | +115.1% | -25.8% | +39.6% |
| 5Y | -15.8% | +58.1% | -73.9% | -36.2% |
| All | +246.2% | +109.7% | +136.5% | +124.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling