+432.5%
EWZ vs FHN
+200.9%
+231.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.5% | +1.2% | +5.3% | +6.1% |
| 30D | +4.8% | -4.7% | +9.5% | +6.5% |
| 3M | +9.9% | +3.5% | +6.3% | +8.3% |
| 6M | +1.9% | +7.8% | -5.9% | -0.8% |
| YTD | +20.3% | +5.9% | +14.4% | +17.6% |
| 1Y | +35.6% | +12.5% | +23.1% | +29.0% |
| 3Y | +43.4% | +117.2% | -73.8% | +4.8% |
| 5Y | +55.9% | +86.5% | -30.6% | +10.2% |
| 10Y | +84.2% | +125.7% | -41.6% | +12.6% |
| All | +432.5% | +200.9% | +231.6% | +178.5% |
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