+50.9%
FHN vs BG
+1,131.5%
-1,080.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.2% | +2.8% | -1.6% | +0.1% |
| 30D | -4.7% | +12.0% | -16.7% | -8.8% |
| 3M | +3.5% | -7.7% | +11.2% | +5.9% |
| 6M | +7.8% | +4.5% | +3.3% | +4.5% |
| YTD | +5.9% | +35.7% | -29.8% | -7.2% |
| 1Y | +12.5% | +50.1% | -37.6% | -6.4% |
| 3Y | +117.2% | +12.6% | +104.6% | +97.2% |
| 5Y | +86.5% | +75.4% | +11.1% | +37.6% |
| 10Y | +125.7% | +150.5% | -24.7% | +39.2% |
| All | +50.9% | +1,131.5% | -1,080.6% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling