+150.0%
EBAY vs FHN
+129.0%
+21.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -3.6% | -2.6% | -1.0% | -3.2% |
| 3M | -4.4% | 0.0% | -4.5% | -4.5% |
| 6M | +12.1% | +9.2% | +2.8% | +10.3% |
| YTD | +19.9% | +4.3% | +15.6% | +18.9% |
| 1Y | +13.4% | +10.8% | +2.6% | +11.1% |
| All | +150.0% | +129.0% | +21.0% | +106.6% |
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