+52.2%
EW vs FHN
+114.0%
-61.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +11.0% | -1.0% | +12.0% | +11.1% |
| 30D | +19.1% | +0.2% | +18.9% | +19.0% |
| 3M | +14.4% | -9.0% | +23.3% | +15.6% |
| 6M | +22.8% | -6.8% | +29.6% | +23.7% |
| YTD | +19.8% | -1.5% | +21.3% | +19.7% |
| 1Y | +23.9% | +10.9% | +13.0% | +22.0% |
| 3Y | +52.2% | +119.4% | -67.1% | +35.2% |
| All | +52.2% | +114.0% | -61.8% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling