+151.1%
ETR vs FHN
+134.1%
+17.0%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +1.4% | +2.7% | -1.3% | +1.0% |
| 30D | +1.9% | -3.1% | +5.0% | +2.3% |
| 3M | +1.0% | +2.3% | -1.4% | +0.6% |
| 6M | +4.8% | +9.7% | -4.9% | +3.3% |
| YTD | +19.5% | +4.7% | +14.8% | +18.4% |
| 1Y | +28.1% | +13.8% | +14.3% | +24.8% |
| 3Y | +151.1% | +131.6% | +19.6% | +113.2% |
| All | +151.1% | +134.1% | +17.0% | +113.2% |
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 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