+81.4%
FHN vs BWA
+94.2%
-12.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.1% | +4.3% | -2.1% | 0.0% |
| 30D | +3.8% | -13.0% | +16.8% | +10.7% |
| 3M | -8.9% | -24.8% | +15.9% | +3.8% |
| 6M | +1.8% | -23.5% | +25.3% | +13.3% |
| YTD | +0.6% | +13.8% | -13.3% | -12.8% |
| 1Y | +12.9% | +13.4% | -0.5% | -2.1% |
| 3Y | +126.4% | +62.8% | +63.6% | +55.1% |
| 5Y | +62.3% | +28.5% | +33.8% | +23.1% |
| All | +81.4% | +94.2% | -12.8% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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