+8.0%
EW vs FHN
+13.3%
-5.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -6.4% | -2.6% | -3.8% | -6.0% |
| 3M | -1.6% | 0.0% | -1.6% | -1.8% |
| 6M | +2.3% | +9.2% | -7.0% | +0.1% |
| YTD | +1.1% | +4.3% | -3.3% | -0.8% |
| 1Y | +8.0% | +10.8% | -2.8% | +3.8% |
| All | +8.0% | +13.3% | -5.3% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling