+240.7%
BURL vs FHN
+109.0%
+131.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +4.1% | -1.0% | +5.1% | +4.5% |
| 30D | -9.5% | +0.2% | -9.7% | -9.5% |
| 3M | -33.5% | -9.0% | -24.5% | -31.2% |
| 6M | -22.1% | -6.8% | -15.3% | -20.2% |
| YTD | -14.6% | -1.5% | -13.1% | -14.3% |
| 1Y | -8.4% | +10.9% | -19.3% | -12.2% |
| 3Y | +86.6% | +119.4% | -32.8% | +36.6% |
| 5Y | -17.2% | +57.5% | -74.7% | -37.2% |
| All | +240.7% | +109.0% | +131.7% | +121.5% |
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