+20,513.9%
ETN vs FHN
+1,803.6%
+18,710.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.1% |
| 7D | +8.0% | +2.7% | +5.4% | +7.2% |
| 30D | -5.9% | -3.1% | -2.8% | -5.1% |
| 3M | +5.0% | +2.3% | +2.6% | +4.1% |
| 6M | +22.4% | +9.7% | +12.7% | +19.0% |
| YTD | +33.6% | +4.7% | +28.9% | +31.5% |
| 1Y | +22.1% | +13.8% | +8.4% | +16.9% |
| 3Y | +85.6% | +131.6% | -46.0% | +42.6% |
| 5Y | +179.2% | +91.1% | +88.1% | +113.1% |
| 10Y | +687.3% | +126.6% | +560.7% | +442.6% |
| All | +20,513.9% | +1,803.6% | +18,710.3% | +7,574.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling