+72.2%
EQX vs FHN
+88.4%
-16.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | -3.2% | -1.2% | -2.0% | -3.2% |
| 30D | +7.8% | -4.8% | +12.6% | +7.7% |
| 3M | +21.3% | -0.7% | +22.1% | +21.3% |
| 6M | -22.4% | +10.6% | -33.0% | -22.4% |
| YTD | -11.3% | +4.6% | -15.9% | -11.4% |
| 1Y | +13.5% | +11.4% | +2.1% | +13.6% |
| 3Y | +162.1% | +132.3% | +29.9% | +167.1% |
| All | +72.2% | +88.4% | -16.2% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling