+233.9%
BURL vs FHN
+80.9%
+152.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +0.4% | +1.3% | -0.8% | 0.0% |
| 30D | -4.3% | +2.8% | -7.2% | -5.2% |
| 3M | -28.8% | -8.9% | -19.9% | -26.3% |
| 6M | -12.8% | -0.7% | -12.1% | -12.8% |
| YTD | -12.8% | +0.1% | -12.9% | -13.1% |
| 1Y | -12.3% | +10.4% | -22.7% | -15.8% |
| 3Y | +92.7% | +128.8% | -36.1% | +38.6% |
| 5Y | -6.5% | +61.5% | -68.0% | -29.9% |
| All | +233.9% | +80.9% | +152.9% | +101.2% |
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