-29.3%
ETHA vs FHN
+60.9%
-90.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.6% |
| 7D | -2.4% | -0.8% | -1.6% | -1.9% |
| 30D | +30.9% | -2.6% | +33.5% | +32.8% |
| 3M | +51.1% | +0.8% | +50.3% | +48.0% |
| 6M | +20.5% | +9.2% | +11.3% | +9.8% |
| YTD | -17.3% | +5.1% | -22.4% | -22.3% |
| 1Y | -43.2% | +12.2% | -55.4% | -50.0% |
| All | -29.3% | +60.9% | -90.2% | -55.2% |
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