+136.7%
EWJ vs FHN
+129.4%
+7.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | +0.2% | -2.6% | +2.8% | +0.6% |
| 3M | +8.6% | +0.8% | +7.7% | +8.3% |
| 6M | +12.1% | +9.2% | +2.9% | +10.3% |
| YTD | +20.1% | +5.1% | +15.0% | +18.8% |
| 1Y | +25.2% | +12.2% | +13.0% | +22.1% |
| 3Y | +70.8% | +132.4% | -61.6% | +45.5% |
| 5Y | +49.2% | +91.1% | -41.9% | +25.7% |
| All | +136.7% | +129.4% | +7.2% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling