+706.7%
ETN vs FHN
+128.3%
+578.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +3.5% | -1.2% | +4.7% | +4.0% |
| 30D | -7.5% | -4.8% | -2.7% | -5.8% |
| 3M | +8.3% | -0.7% | +9.1% | +8.4% |
| 6M | +20.2% | +10.6% | +9.6% | +15.4% |
| YTD | +34.7% | +4.6% | +30.1% | +31.8% |
| 1Y | +19.4% | +11.4% | +8.1% | +13.6% |
| 3Y | +85.5% | +132.3% | -46.8% | +31.3% |
| 5Y | +186.6% | +90.2% | +96.4% | +96.1% |
| All | +706.7% | +128.3% | +578.4% | +321.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling