+203.4%
ET vs FHN
+63.2%
+140.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.5% |
| 7D | -4.4% | -0.5% | -4.0% | -4.4% |
| 30D | -4.8% | +1.9% | -6.7% | -5.2% |
| 3M | -3.4% | -6.9% | +3.5% | -2.2% |
| 6M | +2.2% | -3.1% | +5.3% | +2.6% |
| YTD | +24.2% | +0.6% | +23.6% | +23.4% |
| 1Y | +24.5% | +12.4% | +12.1% | +20.8% |
| 3Y | +83.6% | +133.7% | -50.1% | +55.0% |
| 5Y | +203.4% | +61.4% | +142.0% | +159.8% |
| All | +203.4% | +63.2% | +140.1% | +159.8% |
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