+155.6%
ECL vs FHN
+125.8%
+29.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.0% |
| 7D | -2.7% | 0.0% | -2.8% | -2.8% |
| 30D | -4.3% | -2.6% | -1.7% | -3.7% |
| 3M | +3.2% | 0.0% | +3.2% | +3.1% |
| 6M | -2.9% | +9.2% | -12.1% | -5.2% |
| YTD | +4.3% | +4.3% | -0.1% | +2.8% |
| 1Y | +1.6% | +10.8% | -9.1% | -1.6% |
| 3Y | +54.3% | +130.7% | -76.5% | +19.1% |
| 5Y | +26.5% | +87.4% | -60.9% | -4.5% |
| 10Y | +155.6% | +126.9% | +28.7% | +54.9% |
| All | +155.6% | +125.8% | +29.8% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling