+38.5%
FHN vs BNS
+1,492.9%
-1,454.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.9% |
| 7D | +1.2% | +1.5% | -0.4% | -0.1% |
| 30D | -4.7% | +6.0% | -10.7% | -9.7% |
| 3M | +3.5% | +16.3% | -12.8% | -9.8% |
| 6M | +7.8% | +28.8% | -20.9% | -14.1% |
| YTD | +5.9% | +30.0% | -24.1% | -16.4% |
| 1Y | +12.5% | +50.7% | -38.2% | -22.2% |
| 3Y | +117.2% | +125.4% | -8.2% | +4.5% |
| 5Y | +86.5% | +94.2% | -7.7% | -1.8% |
| 10Y | +125.7% | +182.8% | -57.1% | -11.0% |
| All | +38.5% | +1,492.9% | -1,454.4% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling