+271.2%
EW vs FHN
+81.8%
+189.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +4.9% | +2.1% | +2.8% | +4.5% |
| 30D | +23.9% | +3.8% | +20.2% | +23.1% |
| 3M | +15.8% | -8.9% | +24.7% | +17.7% |
| 6M | +31.7% | +1.8% | +29.8% | +31.0% |
| YTD | +25.7% | +0.6% | +25.1% | +25.1% |
| 1Y | +24.4% | +12.9% | +11.5% | +21.2% |
| 3Y | +65.9% | +126.4% | -60.5% | +37.9% |
| 5Y | -7.6% | +62.3% | -69.9% | -21.6% |
| All | +271.2% | +81.8% | +189.4% | +172.2% |
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 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