+46.4%
FBTC vs FHN
+81.5%
-35.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.7% |
| 7D | -9.2% | +2.1% | -11.3% | -10.0% |
| 30D | -15.8% | +3.8% | -19.6% | -17.1% |
| 3M | +8.7% | -8.9% | +17.6% | +12.7% |
| 6M | -13.6% | +1.8% | -15.4% | -15.1% |
| YTD | -21.5% | +0.6% | -22.1% | -22.6% |
| 1Y | -29.9% | +12.9% | -42.9% | -34.8% |
| All | +46.4% | +81.5% | -35.1% | +12.3% |
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