+60.8%
EWZ vs FHN
+94.7%
-33.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +1.3% | +0.9% | +0.4% | +1.0% |
| 30D | -26.2% | +2.1% | -28.2% | -26.7% |
| 3M | -8.6% | -6.0% | -2.7% | -6.8% |
| 6M | -17.0% | -2.9% | -14.1% | -16.4% |
| YTD | +2.2% | +0.7% | +1.4% | +1.5% |
| 1Y | +2.7% | +11.0% | -8.3% | -1.5% |
| 3Y | +18.2% | +130.3% | -112.1% | -16.2% |
| 5Y | +56.0% | +61.3% | -5.3% | +14.0% |
| 10Y | +60.8% | +89.6% | -28.8% | +5.3% |
| All | +60.8% | +94.7% | -33.9% | +5.3% |
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 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