+86.6%
BURL vs FHN
+114.0%
-27.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +4.1% | -1.0% | +5.1% | +4.6% |
| 30D | -9.5% | +0.2% | -9.7% | -9.5% |
| 3M | -33.5% | -9.0% | -24.5% | -31.0% |
| 6M | -22.1% | -6.8% | -15.3% | -20.1% |
| YTD | -14.6% | -1.5% | -13.1% | -14.4% |
| 1Y | -8.4% | +10.9% | -19.3% | -12.5% |
| 3Y | +86.6% | +119.4% | -32.8% | +46.2% |
| All | +86.6% | +114.0% | -27.5% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling