+157.9%
EQX vs FHN
+130.7%
+27.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.8% | -5.1% |
| 7D | -7.0% | -0.8% | -6.2% | -7.0% |
| 30D | +4.8% | -2.6% | +7.5% | +5.0% |
| 3M | +25.6% | +0.8% | +24.8% | +25.3% |
| 6M | -25.8% | +9.2% | -35.1% | -26.6% |
| YTD | -12.7% | +5.1% | -17.9% | -13.5% |
| 1Y | +14.1% | +12.2% | +1.9% | +12.4% |
| All | +157.9% | +130.7% | +27.3% | +105.6% |
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 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