-5.5%
ETN vs FHN
+14.6%
-20.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.7% | -11.5% | -10.5% |
| 7D | -10.1% | +2.3% | -12.4% | -11.0% |
| 30D | -18.4% | +1.6% | -20.0% | -19.0% |
| 3M | -20.4% | -8.4% | -12.0% | -17.3% |
| 6M | -16.0% | -2.3% | -13.7% | -15.6% |
| YTD | +11.8% | +1.5% | +10.3% | +7.6% |
| 1Y | -5.5% | +15.0% | -20.5% | -19.0% |
| All | -5.5% | +14.6% | -20.1% | -19.0% |
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