+1,236.8%
EWY vs FHN
+195.8%
+1,041.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +4.8% | +1.2% | +3.6% | +4.5% |
| 30D | +11.7% | -4.7% | +16.4% | +13.2% |
| 3M | -7.4% | +3.5% | -11.0% | -8.5% |
| 6M | +40.6% | +7.8% | +32.7% | +37.2% |
| YTD | +94.3% | +5.9% | +88.4% | +90.6% |
| 1Y | +164.3% | +12.5% | +151.8% | +153.3% |
| 3Y | +221.0% | +117.2% | +103.8% | +146.7% |
| 5Y | +139.1% | +86.5% | +52.6% | +78.5% |
| 10Y | +298.8% | +125.7% | +173.1% | +152.4% |
| All | +1,236.8% | +195.8% | +1,041.0% | +578.5% |
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