+6,438.2%
EW vs FHN
+187.0%
+6,251.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | +1.0% | -4.7% | +5.7% | +1.8% |
| 3M | +2.8% | +3.5% | -0.7% | +2.1% |
| 6M | +5.5% | +7.8% | -2.3% | +4.1% |
| YTD | +5.5% | +5.9% | -0.4% | +4.2% |
| 1Y | +11.0% | +12.5% | -1.4% | +8.5% |
| 3Y | +17.7% | +117.2% | -99.5% | +1.6% |
| 5Y | -25.7% | +86.5% | -112.3% | -36.6% |
| 10Y | +132.8% | +125.7% | +7.1% | +82.2% |
| All | +6,438.2% | +187.0% | +6,251.1% | +4,361.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling