+125.5%
FHN vs BR
+189.7%
-64.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.2% | -3.0% | +1.8% | +0.1% |
| 30D | -4.8% | -0.3% | -4.5% | -4.9% |
| 3M | -0.7% | +17.3% | -18.0% | -8.2% |
| 6M | +10.6% | -6.7% | +17.3% | +12.6% |
| YTD | +4.6% | -23.4% | +28.0% | +16.1% |
| 1Y | +11.4% | -32.7% | +44.0% | +31.6% |
| 3Y | +132.3% | -5.9% | +138.2% | +132.1% |
| 5Y | +90.2% | +8.4% | +81.7% | +72.7% |
| All | +125.5% | +189.7% | -64.2% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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