+503.1%
EAT vs FHN
+129.2%
+373.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.5% |
| 7D | -3.9% | -0.5% | -3.5% | -3.7% |
| 30D | +5.0% | +1.9% | +3.0% | +4.0% |
| 3M | -9.6% | -6.9% | -2.7% | -6.7% |
| 6M | +46.8% | -3.1% | +49.8% | +48.5% |
| YTD | +41.8% | +0.6% | +41.2% | +40.8% |
| 1Y | +98.3% | +12.4% | +85.9% | +86.7% |
| 3Y | +503.1% | +133.7% | +369.3% | +293.4% |
| All | +503.1% | +129.2% | +373.9% | +293.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling