+25.2%
ET vs FHN
+11.9%
+13.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +2.5% | +2.1% | +0.4% | +2.6% |
| 30D | -2.5% | +3.8% | -6.2% | -2.4% |
| 3M | -4.9% | -8.9% | +4.1% | -5.2% |
| 6M | -0.1% | +1.8% | -1.9% | +0.4% |
| YTD | +26.2% | +0.6% | +25.6% | +27.3% |
| 1Y | +25.2% | +12.9% | +12.2% | +28.3% |
| All | +25.2% | +11.9% | +13.3% | +28.3% |
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