+6,459.5%
EFX vs FHN
+1,824.4%
+4,635.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.3% |
| 7D | -8.6% | +1.2% | -9.8% | -8.9% |
| 30D | +0.1% | -4.7% | +4.8% | +1.2% |
| 3M | +3.8% | +3.5% | +0.3% | +2.8% |
| 6M | -13.5% | +7.8% | -21.3% | -15.3% |
| YTD | -17.7% | +5.9% | -23.5% | -19.1% |
| 1Y | -25.6% | +12.5% | -38.0% | -28.2% |
| 3Y | -12.1% | +117.2% | -129.3% | -29.1% |
| 5Y | -33.8% | +86.5% | -120.4% | -47.4% |
| 10Y | +45.1% | +125.7% | -80.6% | +0.4% |
| All | +6,459.5% | +1,824.4% | +4,635.1% | +1,983.7% |
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