+12.8%
EIX vs FHN
+131.2%
-118.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +1.4% | +2.1% | -0.8% | +1.0% |
| 30D | +8.5% | +3.8% | +4.8% | +7.8% |
| 3M | -13.5% | -8.9% | -4.5% | -11.9% |
| 6M | -12.4% | +1.8% | -14.2% | -12.8% |
| YTD | +5.9% | +0.6% | +5.3% | +5.2% |
| 1Y | +7.6% | +12.9% | -5.3% | +4.3% |
| 3Y | +12.8% | +126.4% | -113.6% | -8.7% |
| All | +12.8% | +131.2% | -118.4% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling