+126.9%
FHN vs BWA
+142.7%
-15.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -2.6% | -5.6% | +3.0% | 0.0% |
| 3M | 0.0% | -10.7% | +10.7% | +4.8% |
| 6M | +9.2% | +23.2% | -13.9% | -4.3% |
| YTD | +4.3% | +46.0% | -41.6% | -19.2% |
| 1Y | +10.8% | +51.2% | -40.4% | -16.4% |
| 3Y | +130.7% | +69.6% | +61.2% | +57.0% |
| 5Y | +87.4% | +86.6% | +0.8% | +16.8% |
| 10Y | +126.9% | +152.3% | -25.4% | +6.1% |
| All | +126.9% | +142.7% | -15.8% | +6.1% |
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