+142.7%
EWY vs FHN
+87.6%
+55.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.3% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | +9.3% | -2.6% | +11.9% | +9.7% |
| 3M | +2.4% | +0.8% | +1.6% | +2.2% |
| 6M | +40.3% | +9.2% | +31.0% | +38.4% |
| YTD | +88.0% | +5.1% | +82.9% | +86.4% |
| 1Y | +143.8% | +12.2% | +131.6% | +139.3% |
| 3Y | +217.8% | +132.4% | +85.4% | +186.6% |
| 5Y | +142.7% | +91.1% | +51.6% | +105.2% |
| All | +142.7% | +87.6% | +55.1% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling