+12,781.7%
ECL vs FHN
+1,824.4%
+10,957.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.6% | +1.2% | -3.8% | -2.9% |
| 30D | -2.2% | -4.7% | +2.5% | -1.2% |
| 3M | +10.1% | +3.5% | +6.6% | +9.2% |
| 6M | -5.7% | +7.8% | -13.6% | -7.4% |
| YTD | +7.0% | +5.9% | +1.1% | +5.3% |
| 1Y | +2.7% | +12.5% | -9.8% | -0.6% |
| 3Y | +57.7% | +117.2% | -59.5% | +28.5% |
| 5Y | +31.1% | +86.5% | -55.4% | +5.1% |
| 10Y | +150.9% | +125.7% | +25.1% | +80.8% |
| All | +12,781.7% | +1,824.4% | +10,957.2% | +4,661.1% |
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