+18.8%
BX vs FHN
+90.1%
-71.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | -8.9% | -2.6% | -6.3% | -8.1% |
| 3M | +8.4% | 0.0% | +8.4% | +8.2% |
| 6M | +18.9% | +9.2% | +9.7% | +15.1% |
| YTD | -13.6% | +4.3% | -18.0% | -15.1% |
| 1Y | -22.4% | +10.8% | -33.2% | -25.5% |
| 3Y | +26.0% | +130.7% | -104.7% | +0.2% |
| 5Y | +18.8% | +87.4% | -68.6% | -5.1% |
| All | +18.8% | +90.1% | -71.3% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling