+424.6%
ETSY vs FHN
+128.3%
+296.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -4.9% | -1.2% | -3.7% | -4.6% |
| 30D | -8.6% | -4.8% | -3.8% | -7.6% |
| 3M | +4.8% | -0.7% | +5.5% | +4.8% |
| 6M | +38.1% | +10.6% | +27.5% | +34.8% |
| YTD | +31.2% | +4.6% | +26.6% | +29.8% |
| 1Y | +22.1% | +11.4% | +10.7% | +19.0% |
| 3Y | +12.2% | +132.3% | -120.0% | -6.8% |
| 5Y | -66.5% | +90.2% | -156.6% | -71.6% |
| All | +424.6% | +128.3% | +296.3% | +277.7% |
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