+10.4%
FHN vs BUD
+31.7%
-21.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.3% | -1.6% | +2.8% | +1.5% |
| 30D | +2.8% | +6.7% | -3.8% | +1.6% |
| 3M | -8.9% | +5.9% | -14.8% | -10.0% |
| 6M | -0.7% | +5.1% | -5.8% | -2.0% |
| YTD | +0.1% | +32.9% | -32.8% | -10.3% |
| 1Y | +10.4% | +31.8% | -21.4% | -0.6% |
| All | +10.4% | +31.7% | -21.3% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling