+27.0%
EIX vs FHN
+126.6%
-99.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.7% |
| 7D | +0.9% | +2.7% | -1.8% | +0.3% |
| 30D | -13.5% | -3.1% | -10.4% | -13.0% |
| 3M | -15.3% | +2.3% | -17.6% | -15.7% |
| 6M | -15.3% | +9.7% | -25.1% | -17.1% |
| YTD | +2.7% | +4.7% | -2.0% | +1.3% |
| 1Y | +17.4% | +13.8% | +3.7% | +13.6% |
| 3Y | -1.3% | +131.6% | -132.9% | -19.1% |
| 5Y | +27.2% | +91.1% | -64.0% | +2.4% |
| All | +27.0% | +126.6% | -99.7% | -12.7% |
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 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