+72.9%
FHN vs BBAI
-70.8%
+143.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +1.2% | -4.3% | +5.4% | +1.3% |
| 30D | -4.7% | -3.6% | -1.1% | -4.7% |
| 3M | +3.5% | -38.8% | +42.3% | +4.5% |
| 6M | +7.8% | -23.8% | +31.6% | +8.2% |
| YTD | +5.9% | -45.9% | +51.8% | +6.8% |
| 1Y | +12.5% | -40.8% | +53.2% | +13.0% |
| 3Y | +117.2% | +69.8% | +47.4% | +110.9% |
| 5Y | +86.5% | -70.3% | +156.9% | +81.2% |
| All | +72.9% | -70.8% | +143.7% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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