+25.0%
ET vs FHN
+10.5%
+14.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.8% | -0.9% | +2.7% | +1.7% |
| 30D | -3.0% | +2.0% | -5.0% | -2.9% |
| 3M | -4.7% | -6.8% | +2.1% | -4.9% |
| 6M | +2.7% | -0.8% | +3.4% | +2.9% |
| YTD | +26.5% | +0.6% | +26.0% | +27.7% |
| 1Y | +25.0% | +11.5% | +13.4% | +27.6% |
| All | +25.0% | +10.5% | +14.5% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling