+556.3%
FHN vs BWA
+3,492.4%
-2,936.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -1.2% |
| 7D | +1.2% | +5.7% | -4.5% | -1.2% |
| 30D | -4.7% | +1.4% | -6.1% | -5.5% |
| 3M | +3.5% | -12.1% | +15.6% | +8.3% |
| 6M | +7.8% | +28.6% | -20.7% | -5.0% |
| YTD | +5.9% | +51.1% | -45.2% | -14.9% |
| 1Y | +12.5% | +55.9% | -43.4% | -11.2% |
| 3Y | +117.2% | +70.1% | +47.1% | +60.8% |
| 5Y | +86.5% | +90.7% | -4.1% | +28.8% |
| 10Y | +125.7% | +154.0% | -28.2% | +34.7% |
| All | +556.3% | +3,492.4% | -2,936.1% | +89.4% |
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