+1,147.1%
EIX vs FHN
+1,728.2%
-581.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +8.8% | +1.9% | +6.8% | +8.4% |
| 3M | -10.9% | -6.9% | -4.0% | -9.9% |
| 6M | -10.3% | -3.1% | -7.2% | -9.9% |
| YTD | +5.8% | +0.6% | +5.3% | +5.4% |
| 1Y | +11.4% | +12.4% | -1.0% | +8.8% |
| 3Y | +11.1% | +133.7% | -122.7% | -5.4% |
| 5Y | +18.5% | +61.4% | -42.9% | +3.6% |
| 10Y | +32.2% | +97.9% | -65.6% | +5.6% |
| All | +1,147.1% | +1,728.2% | -581.0% | +591.3% |
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