+9,780.5%
EAT vs FHN
+1,730.5%
+8,050.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -5.9% | +0.9% | -6.8% | -6.2% |
| 30D | +0.7% | +2.1% | -1.4% | -0.2% |
| 3M | -14.2% | -6.0% | -8.3% | -12.3% |
| 6M | +40.7% | -2.9% | +43.7% | +42.1% |
| YTD | +36.0% | +0.7% | +35.3% | +35.2% |
| 1Y | +83.1% | +11.0% | +72.0% | +74.8% |
| 3Y | +474.8% | +130.3% | +344.5% | +305.2% |
| 5Y | +347.6% | +61.3% | +286.3% | +233.1% |
| 10Y | +321.5% | +89.6% | +231.9% | +195.3% |
| All | +9,780.5% | +1,730.5% | +8,050.0% | +2,779.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling