+14.3%
EIX vs FHN
+13.7%
+0.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.6% |
| 7D | +0.9% | +2.7% | -1.8% | +0.7% |
| 30D | -13.5% | -3.1% | -10.4% | -13.3% |
| 3M | -15.3% | +2.3% | -17.6% | -15.3% |
| 6M | -15.3% | +9.7% | -25.1% | -15.8% |
| YTD | +2.7% | +4.7% | -2.0% | +1.8% |
| All | +14.3% | +13.7% | +0.6% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling