+89.7%
FHN vs BG
+86.7%
+3.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -2.6% | +10.3% | -12.9% | -4.3% |
| 3M | 0.0% | -1.9% | +1.9% | +0.2% |
| 6M | +9.2% | +5.2% | +4.0% | +7.6% |
| YTD | +4.3% | +41.2% | -36.8% | -3.4% |
| 1Y | +10.8% | +50.5% | -39.8% | +0.6% |
| 3Y | +130.7% | +19.9% | +110.8% | +120.6% |
| All | +89.7% | +86.7% | +3.0% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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