+349.8%
EWZ vs FHN
+179.9%
+169.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | -1.0% | -0.5% | -1.1% |
| 30D | -24.5% | +0.2% | -24.7% | -24.6% |
| 3M | -10.7% | -9.0% | -1.7% | -7.9% |
| 6M | -19.1% | -6.8% | -12.3% | -17.3% |
| YTD | +1.6% | -1.5% | +3.1% | +1.7% |
| 1Y | +4.3% | +10.9% | -6.7% | +0.1% |
| 3Y | +19.0% | +119.4% | -100.4% | -13.4% |
| 5Y | +57.7% | +57.5% | +0.1% | +18.5% |
| 10Y | +51.3% | +114.1% | -62.8% | -5.8% |
| All | +349.8% | +179.9% | +169.9% | +141.0% |
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