+35.1%
EIX vs FHN
+94.7%
-59.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.0% | +0.9% | +0.1% | +0.8% |
| 30D | +8.9% | +2.1% | +6.8% | +8.4% |
| 3M | -9.8% | -6.0% | -3.8% | -8.7% |
| 6M | -10.2% | -2.9% | -7.3% | -9.8% |
| YTD | +5.9% | +0.7% | +5.2% | +5.3% |
| 1Y | +10.9% | +11.0% | -0.1% | +7.9% |
| 3Y | +10.2% | +130.3% | -120.1% | -9.8% |
| 5Y | +17.0% | +61.3% | -44.2% | -1.7% |
| 10Y | +35.1% | +89.6% | -54.5% | -3.5% |
| All | +35.1% | +94.7% | -59.6% | -3.5% |
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 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