+309.3%
EAT vs FHN
+80.9%
+228.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.2% |
| 7D | -7.1% | +1.3% | -8.3% | -7.8% |
| 30D | -2.3% | +2.8% | -5.2% | -4.0% |
| 3M | -19.6% | -8.9% | -10.7% | -15.3% |
| 6M | +46.0% | -0.7% | +46.7% | +46.0% |
| YTD | +37.7% | +0.1% | +37.6% | +36.6% |
| 1Y | +73.8% | +10.4% | +63.4% | +61.9% |
| 3Y | +482.1% | +128.8% | +353.3% | +230.6% |
| 5Y | +362.5% | +61.5% | +301.0% | +169.8% |
| All | +309.3% | +80.9% | +228.4% | +68.9% |
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