+125.5%
FHN vs BNS
+188.9%
-63.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -1.1% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | -4.8% | +3.5% | -8.2% | -8.1% |
| 3M | -0.7% | +14.1% | -14.8% | -12.7% |
| 6M | +10.6% | +33.8% | -23.2% | -16.0% |
| YTD | +4.6% | +29.5% | -24.9% | -18.3% |
| 1Y | +11.4% | +48.4% | -37.0% | -23.7% |
| 3Y | +132.3% | +129.6% | +2.7% | +3.5% |
| 5Y | +90.2% | +96.1% | -5.9% | -6.2% |
| All | +125.5% | +188.9% | -63.4% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling