+45.6%
EOSE vs FHN
+130.7%
-85.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.2% |
| 7D | +14.0% | -0.8% | +14.8% | +14.4% |
| 30D | -5.9% | -2.6% | -3.3% | -4.6% |
| 3M | -34.3% | +0.8% | -35.1% | -35.0% |
| 6M | -37.8% | +9.2% | -47.0% | -41.0% |
| YTD | -65.2% | +5.1% | -70.3% | -66.4% |
| 1Y | -41.9% | +12.2% | -54.1% | -46.0% |
| All | +45.6% | +130.7% | -85.0% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling