-60.4%
EOSE vs FHN
+186.7%
-247.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.1% |
| 7D | +14.0% | -0.8% | +14.8% | +14.2% |
| 30D | -5.9% | -2.6% | -3.3% | -5.1% |
| 3M | -34.3% | +0.8% | -35.1% | -34.6% |
| 6M | -37.8% | +9.2% | -47.0% | -39.6% |
| YTD | -65.2% | +5.1% | -70.3% | -65.9% |
| 1Y | -41.9% | +12.2% | -54.1% | -44.2% |
| 3Y | +44.6% | +132.4% | -87.8% | +12.7% |
| 5Y | -69.2% | +91.1% | -160.3% | -74.9% |
| All | -60.4% | +186.7% | -247.1% | -64.1% |
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