+132.5%
FHN vs EFV
+90.5%
+42.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | +2.7% | +1.0% | +1.7% | +1.8% |
| 30D | -3.1% | +0.2% | -3.3% | -3.2% |
| 3M | +2.3% | +9.6% | -7.3% | -5.8% |
| 6M | +9.7% | +14.0% | -4.3% | -2.8% |
| YTD | +4.7% | +18.5% | -13.7% | -11.0% |
| 1Y | +13.8% | +27.9% | -14.1% | -10.4% |
| All | +132.5% | +90.5% | +42.1% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling