+155.6%
EWJ vs FHN
+283.7%
-128.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.5% | +1.2% | +1.3% | +2.3% |
| 30D | +3.3% | -4.7% | +8.0% | +4.3% |
| 3M | +5.0% | +3.5% | +1.4% | +4.1% |
| 6M | +11.5% | +7.8% | +3.7% | +9.7% |
| YTD | +22.4% | +5.9% | +16.5% | +20.7% |
| 1Y | +30.2% | +12.5% | +17.7% | +26.5% |
| 3Y | +72.8% | +117.2% | -44.4% | +44.7% |
| 5Y | +54.1% | +86.5% | -32.4% | +27.2% |
| 10Y | +140.6% | +125.7% | +14.9% | +77.5% |
| All | +155.6% | +283.7% | -128.1% | +46.4% |
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