+52.4%
EFA vs FHN
+87.6%
-35.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | -2.2% | -2.6% | +0.4% | -1.9% |
| 3M | +5.7% | +0.8% | +4.8% | +5.5% |
| 6M | +8.2% | +9.2% | -1.1% | +6.9% |
| YTD | +11.8% | +5.1% | +6.7% | +10.9% |
| 1Y | +18.3% | +12.2% | +6.1% | +16.2% |
| 3Y | +64.9% | +132.4% | -67.5% | +48.9% |
| 5Y | +52.4% | +91.1% | -38.7% | +34.1% |
| All | +52.4% | +87.6% | -35.2% | +34.1% |
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