+221.9%
BURL vs FHN
+81.8%
+140.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | -1.6% | +2.1% | -3.7% | -2.3% |
| 30D | -7.7% | +3.8% | -11.5% | -8.9% |
| 3M | -31.7% | -8.9% | -22.7% | -29.3% |
| 6M | -15.2% | +1.8% | -17.0% | -15.9% |
| YTD | -15.9% | +0.6% | -16.5% | -16.3% |
| 1Y | -14.2% | +12.9% | -27.1% | -18.4% |
| 3Y | +93.5% | +126.4% | -32.9% | +39.8% |
| 5Y | -9.9% | +62.3% | -72.2% | -32.6% |
| All | +221.9% | +81.8% | +140.1% | +93.6% |
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