+49.2%
EWJ vs FHN
+87.6%
-38.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | +8.6% | +0.8% | +7.7% | +8.4% |
| 6M | +12.1% | +9.2% | +2.9% | +10.7% |
| YTD | +20.1% | +5.1% | +15.0% | +19.0% |
| 1Y | +25.2% | +12.2% | +13.0% | +22.8% |
| 3Y | +70.8% | +132.4% | -61.6% | +54.6% |
| 5Y | +49.2% | +91.1% | -41.9% | +31.5% |
| All | +49.2% | +87.6% | -38.5% | +31.5% |
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