+226.4%
EWY vs FHN
+129.0%
+97.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +6.7% | 0.0% | +6.6% | +6.6% |
| 30D | +17.0% | -2.6% | +19.5% | +17.6% |
| 3M | +3.7% | 0.0% | +3.6% | +3.5% |
| 6M | +42.5% | +9.2% | +33.2% | +39.2% |
| YTD | +96.2% | +4.3% | +91.9% | +93.6% |
| 1Y | +160.4% | +10.8% | +149.6% | +152.9% |
| All | +226.4% | +129.0% | +97.5% | +158.3% |
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