+23.5%
EL vs FHN
+129.4%
-105.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.5% |
| 7D | -4.4% | -0.8% | -3.6% | -4.1% |
| 30D | +10.3% | -2.6% | +12.9% | +10.8% |
| 3M | +13.4% | +0.8% | +12.5% | +12.8% |
| 6M | +3.1% | +9.2% | -6.1% | +0.4% |
| YTD | -6.9% | +5.1% | -12.0% | -8.6% |
| 1Y | +11.9% | +12.2% | -0.3% | +7.7% |
| 3Y | -33.8% | +132.4% | -166.2% | -47.7% |
| 5Y | -69.0% | +91.1% | -160.0% | -75.6% |
| All | +23.5% | +129.4% | -105.9% | -15.3% |
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