+3,014.5%
EQT vs FHN
+1,796.6%
+1,217.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +1.0% | -2.6% | +3.6% | +1.6% |
| 3M | +4.0% | 0.0% | +4.0% | +3.9% |
| 6M | -11.7% | +9.2% | -20.9% | -13.8% |
| YTD | +2.8% | +4.3% | -1.5% | +1.2% |
| 1Y | +10.0% | +10.8% | -0.8% | +6.4% |
| 3Y | +34.1% | +130.7% | -96.6% | +7.8% |
| 5Y | +195.3% | +87.4% | +107.9% | +139.7% |
| 10Y | +51.6% | +126.9% | -75.3% | +11.4% |
| All | +3,014.5% | +1,796.6% | +1,217.9% | +1,729.6% |
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