+590.1%
EWT vs FHN
+198.7%
+391.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +1.6% | +2.7% | -1.0% | +1.0% |
| 30D | +8.2% | -3.1% | +11.3% | +9.0% |
| 3M | +11.1% | +2.3% | +8.7% | +10.3% |
| 6M | +60.4% | +9.7% | +50.7% | +56.5% |
| YTD | +75.6% | +4.7% | +70.8% | +73.0% |
| 1Y | +91.3% | +13.8% | +77.6% | +84.2% |
| 3Y | +200.3% | +131.6% | +68.7% | +139.1% |
| 5Y | +156.4% | +91.1% | +65.2% | +101.8% |
| 10Y | +495.8% | +126.6% | +369.1% | +309.4% |
| All | +590.1% | +198.7% | +391.4% | +337.6% |
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