+1,196.5%
ENTG vs FHN
+176.6%
+1,019.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -9.3% | +0.9% | -10.2% | -9.5% |
| 30D | -16.4% | +2.1% | -18.4% | -17.2% |
| 3M | -3.8% | -6.0% | +2.1% | -1.3% |
| 6M | -6.9% | -2.9% | -4.0% | -5.9% |
| YTD | +65.0% | +0.7% | +64.3% | +64.4% |
| 1Y | +61.7% | +11.0% | +50.7% | +54.5% |
| 3Y | +46.6% | +130.3% | -83.6% | +2.2% |
| 5Y | -2.7% | +61.3% | -64.0% | -28.8% |
| 10Y | +743.3% | +89.6% | +653.7% | +405.2% |
| All | +1,196.5% | +176.6% | +1,019.9% | +434.2% |
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 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