-65.8%
ETSY vs FHN
+88.4%
-154.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -4.9% | -1.2% | -3.7% | -4.5% |
| 30D | -8.6% | -4.8% | -3.8% | -7.3% |
| 3M | +4.8% | -0.7% | +5.5% | +4.8% |
| 6M | +38.1% | +10.6% | +27.5% | +33.6% |
| YTD | +31.2% | +4.6% | +26.6% | +29.2% |
| 1Y | +22.1% | +11.4% | +10.7% | +17.8% |
| 3Y | +12.2% | +132.3% | -120.0% | -13.2% |
| All | -65.8% | +88.4% | -154.2% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling