-29.2%
ETHA vs FHN
+59.8%
-89.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +31.4% | -2.6% | +34.0% | +33.2% |
| 3M | +48.9% | 0.0% | +48.8% | +46.6% |
| 6M | +20.9% | +9.2% | +11.6% | +10.0% |
| YTD | -17.2% | +4.3% | -21.5% | -21.8% |
| 1Y | -42.8% | +10.8% | -53.5% | -49.0% |
| All | -29.2% | +59.8% | -89.0% | -54.9% |
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