+69.8%
FBTC vs FHN
+91.1%
-21.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +2.9% | +1.2% | +1.7% | +2.4% |
| 30D | +23.0% | -4.7% | +27.7% | +25.3% |
| 3M | +25.6% | +3.5% | +22.0% | +22.9% |
| 6M | +9.0% | +7.8% | +1.2% | +4.5% |
| YTD | -8.9% | +5.9% | -14.8% | -12.1% |
| 1Y | -27.5% | +12.5% | -40.0% | -32.4% |
| All | +69.8% | +91.1% | -21.3% | +27.6% |
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