-14.6%
EW vs FHN
+56.9%
-71.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.3% |
| 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% | +15.2% |
| 6M | +22.8% | -6.8% | +29.6% | +23.4% |
| YTD | +19.8% | -1.5% | +21.3% | +19.8% |
| 1Y | +23.9% | +10.9% | +13.0% | +22.6% |
| 3Y | +52.2% | +119.4% | -67.1% | +43.0% |
| All | -14.6% | +56.9% | -71.5% | -18.5% |
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