+137.9%
EWJ vs FHN
+262.6%
-124.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +3.6% | +1.3% | +2.4% | +3.4% |
| 30D | -6.0% | +2.8% | -8.8% | -6.5% |
| 3M | -6.5% | -8.9% | +2.5% | -4.7% |
| 6M | -0.1% | -0.7% | +0.6% | -0.1% |
| YTD | +13.9% | +0.1% | +13.8% | +13.6% |
| 1Y | +13.1% | +10.4% | +2.7% | +10.5% |
| 3Y | +65.0% | +128.8% | -63.8% | +37.0% |
| 5Y | +47.0% | +61.5% | -14.5% | +25.1% |
| 10Y | +125.5% | +83.0% | +42.4% | +74.1% |
| All | +137.9% | +262.6% | -124.8% | +37.8% |
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