+38.9%
EFX vs FHN
+129.4%
-90.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | -11.1% | -0.8% | -10.3% | -11.0% |
| 30D | -7.4% | -2.6% | -4.7% | -6.9% |
| 3M | +1.5% | +0.8% | +0.6% | +1.2% |
| 6M | -13.7% | +9.2% | -22.9% | -15.5% |
| YTD | -21.9% | +5.1% | -27.0% | -22.9% |
| 1Y | -30.8% | +12.2% | -43.0% | -32.9% |
| 3Y | -12.4% | +132.4% | -144.8% | -28.0% |
| 5Y | -35.9% | +91.1% | -127.0% | -47.7% |
| All | +38.9% | +129.4% | -90.6% | +8.6% |
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 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