+54.2%
EWZ vs FHN
+61.2%
-7.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +0.8% | +2.1% | -1.4% | +0.4% |
| 30D | -24.4% | +3.8% | -28.2% | -24.8% |
| 3M | -4.6% | -8.9% | +4.4% | -3.3% |
| 6M | -11.6% | +1.8% | -13.4% | -11.9% |
| YTD | +2.4% | +0.6% | +1.8% | +2.1% |
| 1Y | +2.1% | +12.9% | -10.9% | +0.2% |
| 3Y | +18.7% | +126.4% | -107.7% | +6.1% |
| All | +54.2% | +61.2% | -7.0% | +40.1% |
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