+100.7%
ET vs FHN
+129.0%
-28.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +5.3% | -2.6% | +7.9% | +5.9% |
| 3M | +15.6% | 0.0% | +15.6% | +15.5% |
| 6M | +20.6% | +9.2% | +11.4% | +17.4% |
| YTD | +38.5% | +4.3% | +34.2% | +36.1% |
| 1Y | +35.7% | +10.8% | +25.0% | +30.4% |
| All | +100.7% | +129.0% | -28.3% | +59.0% |
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