-44.1%
ETHA vs FHN
+54.0%
-98.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.9% | -3.7% |
| 7D | -12.5% | +2.1% | -14.7% | -14.0% |
| 30D | -19.8% | +3.8% | -23.6% | -22.0% |
| 3M | +3.1% | -8.9% | +12.1% | +9.7% |
| 6M | -13.8% | +1.8% | -15.6% | -16.9% |
| YTD | -34.6% | +0.6% | -35.2% | -36.7% |
| 1Y | -38.7% | +12.9% | -51.6% | -46.6% |
| All | -44.1% | +54.0% | -98.1% | -63.5% |
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