+7,328.4%
EW vs FHN
+167.0%
+7,161.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +11.0% | -1.0% | +12.0% | +11.2% |
| 30D | +19.1% | +0.2% | +18.9% | +19.0% |
| 3M | +14.4% | -9.0% | +23.3% | +16.0% |
| 6M | +22.8% | -6.8% | +29.6% | +24.0% |
| YTD | +19.8% | -1.5% | +21.3% | +19.8% |
| 1Y | +23.9% | +10.9% | +13.0% | +21.5% |
| 3Y | +52.2% | +119.4% | -67.1% | +31.3% |
| 5Y | -13.9% | +57.5% | -71.5% | -24.3% |
| 10Y | +241.9% | +114.1% | +127.8% | +169.8% |
| All | +7,328.4% | +167.0% | +7,161.4% | +5,027.0% |
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