-60.8%
EOSE vs FHN
+185.3%
-246.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +1.8% | -1.2% | +3.0% | +2.2% |
| 30D | -6.8% | -4.8% | -2.0% | -5.4% |
| 3M | -36.3% | -0.7% | -35.6% | -36.3% |
| 6M | -38.8% | +10.6% | -49.4% | -40.8% |
| YTD | -65.5% | +4.6% | -70.1% | -66.1% |
| 1Y | -45.3% | +11.4% | -56.7% | -47.3% |
| 3Y | +44.2% | +132.3% | -88.1% | +12.4% |
| 5Y | -69.5% | +90.2% | -159.7% | -75.2% |
| All | -60.8% | +185.3% | -246.1% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling