+4,511.1%
ETR vs FHN
+1,728.2%
+2,782.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +7.7% | +2.0% | +5.7% | +7.4% |
| 3M | +5.7% | -6.8% | +12.5% | +6.7% |
| 6M | -0.3% | -0.8% | +0.5% | -0.2% |
| YTD | +23.4% | +0.6% | +22.8% | +22.9% |
| 1Y | +18.5% | +11.5% | +7.0% | +16.3% |
| 3Y | +155.6% | +130.0% | +25.6% | +123.9% |
| 5Y | +158.7% | +60.8% | +97.9% | +131.0% |
| 10Y | +377.8% | +84.0% | +293.8% | +296.2% |
| All | +4,511.1% | +1,728.2% | +2,782.9% | +2,693.4% |
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