+1,131.2%
EIX vs FHN
+1,690.1%
-558.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.4% |
| 7D | +1.0% | -1.0% | +2.0% | +1.2% |
| 30D | +9.1% | +0.2% | +8.9% | +9.1% |
| 3M | -10.2% | -9.0% | -1.3% | -8.8% |
| 6M | -11.2% | -6.8% | -4.4% | -10.3% |
| YTD | +4.5% | -1.5% | +6.0% | +4.4% |
| 1Y | +10.9% | +10.9% | -0.1% | +8.5% |
| 3Y | +8.4% | +119.4% | -110.9% | -6.6% |
| 5Y | +18.0% | +57.5% | -39.6% | +3.6% |
| 10Y | +30.3% | +114.1% | -83.8% | +2.7% |
| All | +1,131.2% | +1,690.1% | -558.9% | +584.9% |
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