+89.7%
FHN vs BNS
+91.0%
-1.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.8% |
| 30D | -2.6% | +4.0% | -6.6% | -4.8% |
| 3M | 0.0% | +13.8% | -13.8% | -7.3% |
| 6M | +9.2% | +32.7% | -23.4% | -7.2% |
| YTD | +4.3% | +27.6% | -23.2% | -9.4% |
| 1Y | +10.8% | +47.4% | -36.6% | -11.4% |
| 3Y | +130.7% | +129.0% | +1.7% | +42.9% |
| All | +89.7% | +91.0% | -1.3% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling