+50.3%
EWZ vs FHN
+106.3%
-56.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.2% | +1.2% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | -25.1% | +1.9% | -27.1% | -25.6% |
| 3M | -7.7% | -6.9% | -0.8% | -5.6% |
| 6M | -15.8% | -3.1% | -12.8% | -15.2% |
| YTD | +3.6% | +0.6% | +3.0% | +3.0% |
| 1Y | +5.5% | +12.4% | -6.9% | +0.8% |
| 3Y | +22.1% | +133.7% | -111.6% | -13.6% |
| 5Y | +58.3% | +61.4% | -3.0% | +16.1% |
| 10Y | +50.3% | +97.9% | -47.6% | +9.8% |
| All | +50.3% | +106.3% | -56.0% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling