+62.4%
EWY vs FHN
+14.6%
+47.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.4% |
| 7D | -8.3% | +2.3% | -10.6% | -9.0% |
| 30D | -20.5% | +1.6% | -22.2% | -21.0% |
| 3M | -11.1% | -8.4% | -2.7% | -8.2% |
| 6M | -7.0% | -2.3% | -4.7% | -6.7% |
| YTD | +56.5% | +1.5% | +55.0% | +51.6% |
| 1Y | +62.4% | +15.0% | +47.4% | +52.7% |
| All | +62.4% | +14.6% | +47.8% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling