+397.5%
EAT vs FHN
+126.6%
+270.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.7% |
| 7D | -4.9% | +2.7% | -7.6% | -6.4% |
| 30D | -1.2% | -3.1% | +1.9% | +0.6% |
| 3M | +52.2% | +2.3% | +49.9% | +49.9% |
| 6M | +65.0% | +9.7% | +55.3% | +55.7% |
| YTD | +55.0% | +4.7% | +50.3% | +50.0% |
| 1Y | +42.1% | +13.8% | +28.3% | +29.4% |
| 3Y | +614.7% | +131.6% | +483.1% | +304.0% |
| 5Y | +322.7% | +91.1% | +231.6% | +117.1% |
| All | +397.5% | +126.6% | +270.8% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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