+56.7%
FBTC vs FHN
+81.8%
-25.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.4% | +0.9% | -6.3% | -5.7% |
| 30D | -10.5% | +2.1% | -12.5% | -11.2% |
| 3M | +15.1% | -6.0% | +21.1% | +17.7% |
| 6M | -8.3% | -2.9% | -5.3% | -7.9% |
| YTD | -16.0% | +0.7% | -16.7% | -17.3% |
| 1Y | -30.7% | +11.0% | -41.7% | -34.9% |
| All | +56.7% | +81.8% | -25.1% | +20.1% |
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