-27.3%
BX vs FHN
+11.5%
-38.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -5.6% | -1.2% | -4.4% | -5.1% |
| 30D | -12.2% | -4.8% | -7.4% | -10.3% |
| 3M | +7.4% | -0.7% | +8.1% | +7.2% |
| 6M | +22.2% | +10.6% | +11.5% | +15.9% |
| YTD | -14.0% | +4.6% | -18.6% | -16.4% |
| 1Y | -27.3% | +11.4% | -38.7% | -31.9% |
| All | -27.3% | +11.5% | -38.8% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling