+524.2%
FHN vs BWA
+2,583.4%
-2,059.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.9% |
| 7D | +0.9% | -2.4% | +3.3% | +1.8% |
| 30D | +2.1% | -17.7% | +19.8% | +10.4% |
| 3M | -6.0% | -27.0% | +21.0% | +6.5% |
| 6M | -2.9% | -17.3% | +14.4% | +2.9% |
| YTD | +0.7% | +12.9% | -12.1% | -9.0% |
| 1Y | +11.0% | +12.9% | -1.9% | +0.1% |
| 3Y | +130.3% | +62.1% | +68.2% | +74.1% |
| 5Y | +61.3% | +30.7% | +30.6% | +30.0% |
| 10Y | +89.6% | +89.2% | +0.4% | +27.6% |
| All | +524.2% | +2,583.4% | -2,059.1% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling