+238.2%
ET vs FHN
+88.9%
+149.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +0.4% | +2.7% | -2.2% | -0.1% |
| 30D | +6.9% | -3.1% | +10.0% | +7.5% |
| 3M | +13.1% | +2.3% | +10.7% | +12.4% |
| 6M | +18.7% | +9.7% | +9.0% | +16.1% |
| YTD | +37.4% | +4.7% | +32.7% | +35.5% |
| 1Y | +34.8% | +13.8% | +21.1% | +30.0% |
| 3Y | +96.8% | +131.6% | -34.8% | +64.2% |
| 5Y | +238.2% | +91.1% | +147.1% | +160.0% |
| All | +238.2% | +88.9% | +149.3% | +160.0% |
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 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