+199.8%
EWT vs FHN
+129.0%
+70.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +9.4% | -2.6% | +12.0% | +10.0% |
| 3M | +10.9% | 0.0% | +10.8% | +10.6% |
| 6M | +57.9% | +9.2% | +48.7% | +54.0% |
| YTD | +75.9% | +4.3% | +71.6% | +73.2% |
| 1Y | +89.7% | +10.8% | +78.9% | +83.5% |
| All | +199.8% | +129.0% | +70.8% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling