-16.5%
BURL vs FHN
-2.5%
-14.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.0% | +7.0% |
| 7D | +10.4% | +2.3% | +8.1% | +9.5% |
| 30D | -4.9% | +1.6% | -6.6% | -5.5% |
| 3M | -29.8% | -8.4% | -21.4% | -27.3% |
| 6M | -16.5% | -2.3% | -14.2% | -17.4% |
| All | -16.5% | -2.5% | -14.0% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling