+76.4%
FHN vs EQH
+234.7%
-158.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.5% |
| 7D | -1.2% | +0.7% | -1.9% | -1.7% |
| 30D | -4.8% | +2.8% | -7.6% | -6.8% |
| 3M | -0.7% | +23.1% | -23.8% | -15.2% |
| 6M | +10.6% | +41.4% | -30.8% | -15.5% |
| YTD | +4.6% | +14.3% | -9.7% | -7.7% |
| 1Y | +11.4% | +1.6% | +9.8% | +6.4% |
| 3Y | +132.3% | +102.7% | +29.5% | +33.2% |
| 5Y | +90.2% | +104.5% | -14.4% | +2.5% |
| All | +76.4% | +234.7% | -158.3% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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