+126.4%
FHN vs BB
+161.8%
-35.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -0.5% |
| 7D | -0.9% | +7.3% | -8.2% | -1.7% |
| 30D | +2.0% | +11.2% | -9.2% | +0.4% |
| 3M | -6.8% | +4.7% | -11.5% | -8.0% |
| 6M | -0.8% | +51.1% | -51.9% | -8.7% |
| YTD | +0.6% | +148.0% | -147.4% | -15.0% |
| 1Y | +11.5% | +106.1% | -94.6% | -3.2% |
| All | +126.4% | +161.8% | -35.5% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling