+933.1%
BURL vs FHN
+217.8%
+715.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.0% | +7.1% |
| 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% | -27.5% |
| 6M | -16.5% | -2.3% | -14.2% | -15.9% |
| YTD | -10.5% | +1.5% | -12.0% | -11.3% |
| 1Y | -5.3% | +15.0% | -20.3% | -10.5% |
| 3Y | +95.1% | +120.9% | -25.8% | +41.9% |
| 5Y | -12.1% | +64.0% | -76.1% | -34.4% |
| 10Y | +273.2% | +120.6% | +152.5% | +112.1% |
| All | +933.1% | +217.8% | +715.4% | +422.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling