+251.1%
EQX vs FHN
+150.6%
+100.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.7% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +11.1% | -2.6% | +13.7% | +11.2% |
| 3M | +23.1% | 0.0% | +23.1% | +23.0% |
| 6M | -21.8% | +9.2% | -31.1% | -22.1% |
| YTD | -8.1% | +4.3% | -12.4% | -8.3% |
| 1Y | +29.7% | +10.8% | +18.9% | +29.0% |
| 3Y | +179.9% | +130.7% | +49.2% | +170.0% |
| 5Y | +82.5% | +87.4% | -4.9% | +73.2% |
| All | +251.1% | +150.6% | +100.5% | +236.4% |
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 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