+967.7%
BX vs FHN
+7.4%
+960.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.4% | +1.2% | -5.6% | -4.9% |
| 30D | +0.1% | -4.7% | +4.8% | +2.1% |
| 3M | +16.0% | +3.5% | +12.5% | +14.0% |
| 6M | +21.6% | +7.8% | +13.8% | +17.5% |
| YTD | -8.9% | +5.9% | -14.8% | -11.3% |
| 1Y | -16.6% | +12.5% | -29.1% | -21.3% |
| 3Y | +43.3% | +117.2% | -73.9% | +1.3% |
| 5Y | +25.7% | +86.5% | -60.8% | -13.8% |
| 10Y | +689.5% | +125.7% | +563.8% | +338.6% |
| All | +967.7% | +7.4% | +960.3% | +546.8% |
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