+13,805.6%
ECL vs FHN
+1,690.1%
+12,115.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | +8.1% | +0.2% | +7.9% | +8.1% |
| 3M | +6.4% | -9.0% | +15.3% | +8.6% |
| 6M | +14.8% | -6.8% | +21.6% | +16.5% |
| YTD | +15.5% | -1.5% | +17.0% | +15.6% |
| 1Y | +20.1% | +10.9% | +9.2% | +17.0% |
| 3Y | +77.8% | +119.4% | -41.6% | +44.7% |
| 5Y | +37.9% | +57.5% | -19.7% | +15.1% |
| 10Y | +202.7% | +114.1% | +88.5% | +120.9% |
| All | +13,805.6% | +1,690.1% | +12,115.5% | +5,123.5% |
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