-24.8%
ETHA vs FHN
+14.6%
-39.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.3% |
| 7D | +2.1% | +2.3% | -0.2% | +1.6% |
| 30D | -10.7% | +1.6% | -12.3% | -11.0% |
| 3M | +29.0% | -8.4% | +37.3% | +31.8% |
| 6M | +2.7% | -2.3% | +5.0% | +1.3% |
| YTD | -18.7% | +1.5% | -20.1% | -21.1% |
| 1Y | -24.8% | +15.0% | -39.9% | -29.7% |
| All | -24.8% | +14.6% | -39.4% | -29.7% |
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