+20.1%
ENTG vs FHN
+88.9%
-68.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | +8.9% | +2.7% | +6.3% | +7.9% |
| 30D | -7.2% | -3.1% | -4.1% | -6.1% |
| 3M | +6.4% | +2.3% | +4.1% | +5.6% |
| 6M | +25.7% | +9.7% | +15.9% | +22.0% |
| YTD | +67.9% | +4.7% | +63.1% | +65.4% |
| 1Y | +72.4% | +13.8% | +58.6% | +65.0% |
| 3Y | +48.4% | +131.6% | -83.1% | +23.3% |
| 5Y | +20.1% | +91.1% | -71.1% | +0.2% |
| All | +20.1% | +88.9% | -68.9% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling