+2,446.1%
ED vs FHN
+1,728.2%
+717.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.4% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +11.6% | +1.9% | +9.6% | +11.4% |
| 3M | +10.5% | -6.9% | +17.5% | +11.3% |
| 6M | +13.2% | -3.1% | +16.3% | +13.5% |
| YTD | +22.1% | +0.6% | +21.6% | +21.8% |
| 1Y | +24.2% | +12.4% | +11.8% | +22.3% |
| 3Y | +46.9% | +133.7% | -86.8% | +32.3% |
| 5Y | +80.8% | +61.4% | +19.5% | +65.5% |
| 10Y | +134.3% | +97.9% | +36.4% | +99.7% |
| All | +2,446.1% | +1,728.2% | +717.9% | +1,364.8% |
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