+51.7%
FBTC vs FHN
+80.6%
-28.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | -6.3% | +1.3% | -7.5% | -6.8% |
| 30D | -14.3% | +2.8% | -17.1% | -15.2% |
| 3M | +12.6% | -8.9% | +21.5% | +16.7% |
| 6M | -11.8% | -0.7% | -11.1% | -12.4% |
| YTD | -18.6% | +0.1% | -18.7% | -19.7% |
| 1Y | -29.9% | +10.4% | -40.3% | -34.1% |
| All | +51.7% | +80.6% | -28.9% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling