+255.1%
BURL vs FHN
+106.3%
+148.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.4% |
| 7D | +7.7% | -0.5% | +8.2% | +8.0% |
| 30D | -7.1% | +1.9% | -9.1% | -7.7% |
| 3M | -30.3% | -6.9% | -23.4% | -28.5% |
| 6M | -15.5% | -3.1% | -12.5% | -14.7% |
| YTD | -11.0% | +0.6% | -11.6% | -11.4% |
| 1Y | -8.4% | +12.4% | -20.8% | -12.7% |
| 3Y | +96.7% | +133.7% | -37.0% | +40.5% |
| 5Y | -14.1% | +61.4% | -75.4% | -35.5% |
| 10Y | +255.1% | +97.9% | +157.2% | +125.6% |
| All | +255.1% | +106.3% | +148.8% | +125.6% |
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