-28.9%
EFX vs FHN
+61.0%
-89.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | +27.9% | +2.0% | +25.8% | +27.4% |
| 3M | +3.8% | -6.8% | +10.7% | +5.3% |
| 6M | +13.0% | -0.8% | +13.8% | +13.0% |
| YTD | -12.4% | +0.6% | -13.0% | -12.7% |
| 1Y | -10.4% | +11.5% | -21.9% | -12.6% |
| 3Y | +4.4% | +130.0% | -125.5% | -10.4% |
| 5Y | -28.9% | +60.8% | -89.7% | -37.5% |
| All | -28.9% | +61.0% | -89.9% | -37.5% |
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