+356.7%
EAT vs FHN
+63.2%
+293.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.1% |
| 7D | -3.9% | -0.5% | -3.5% | -3.8% |
| 30D | +5.0% | +1.9% | +3.0% | +4.4% |
| 3M | -9.6% | -6.9% | -2.7% | -7.8% |
| 6M | +46.8% | -3.1% | +49.8% | +47.9% |
| YTD | +41.8% | +0.6% | +41.2% | +41.3% |
| 1Y | +98.3% | +12.4% | +85.9% | +91.3% |
| 3Y | +503.1% | +133.7% | +369.3% | +392.9% |
| 5Y | +356.7% | +61.4% | +295.3% | +280.3% |
| All | +356.7% | +63.2% | +293.4% | +280.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling