+146.4%
ED vs FHN
+81.8%
+64.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +2.1% | +2.1% | -0.1% | +1.9% |
| 30D | +10.4% | +3.8% | +6.6% | +10.1% |
| 3M | +12.5% | -8.9% | +21.5% | +13.3% |
| 6M | +14.9% | +1.8% | +13.1% | +14.7% |
| YTD | +24.8% | +0.6% | +24.2% | +24.6% |
| 1Y | +23.8% | +12.9% | +10.9% | +22.5% |
| 3Y | +51.6% | +126.4% | -74.7% | +40.0% |
| 5Y | +86.4% | +62.3% | +24.1% | +73.8% |
| All | +146.4% | +81.8% | +64.5% | +108.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling