+501.7%
EWT vs FHN
+185.4%
+316.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | +13.2% | +1.3% | +12.0% | +12.9% |
| 30D | -14.3% | +2.8% | -17.1% | -14.8% |
| 3M | -8.4% | -8.9% | +0.5% | -6.4% |
| 6M | +3.7% | -0.7% | +4.4% | +3.7% |
| YTD | +53.1% | +0.1% | +53.0% | +52.5% |
| 1Y | +55.5% | +10.4% | +45.1% | +51.2% |
| 3Y | +155.6% | +128.8% | +26.8% | +104.6% |
| 5Y | +119.3% | +61.5% | +57.9% | +80.4% |
| 10Y | +446.2% | +83.0% | +363.1% | +298.3% |
| All | +501.7% | +185.4% | +316.3% | +285.9% |
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