+1,814.8%
FHN vs EVRG
+2,068.9%
-254.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.2% | +1.1% | +0.1% | +0.7% |
| 30D | -4.7% | -1.0% | -3.7% | -4.3% |
| 3M | +3.5% | +0.4% | +3.1% | +3.2% |
| 6M | +7.8% | -0.8% | +8.7% | +7.9% |
| YTD | +5.9% | +15.3% | -9.5% | -1.4% |
| 1Y | +12.5% | +17.9% | -5.4% | +3.4% |
| 3Y | +117.2% | +71.9% | +45.3% | +66.1% |
| 5Y | +86.5% | +45.3% | +41.3% | +50.5% |
| 10Y | +125.7% | +113.1% | +12.7% | +49.7% |
| All | +1,814.8% | +2,068.9% | -254.1% | +422.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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