+77.9%
EBAY vs FHN
+61.2%
+16.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -0.9% | +2.1% | -3.0% | -1.2% |
| 30D | +3.5% | +3.8% | -0.3% | +2.9% |
| 3M | +16.0% | -8.9% | +24.9% | +17.6% |
| 6M | +7.6% | +1.8% | +5.8% | +7.2% |
| YTD | +40.1% | +0.6% | +39.5% | +39.7% |
| 1Y | +45.0% | +12.9% | +32.1% | +42.1% |
| 3Y | +228.1% | +126.4% | +101.8% | +184.5% |
| All | +77.9% | +61.2% | +16.8% | +61.5% |
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