+63.7%
EL vs FHN
+81.8%
-18.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +1.5% | +2.1% | -0.6% | +1.0% |
| 30D | +10.0% | +3.8% | +6.2% | +8.9% |
| 3M | +28.4% | -8.9% | +37.4% | +31.4% |
| 6M | +37.1% | +1.8% | +35.2% | +35.9% |
| YTD | +7.8% | +0.6% | +7.2% | +7.1% |
| 1Y | +26.0% | +12.9% | +13.1% | +21.2% |
| 3Y | +3.8% | +126.4% | -122.6% | -17.4% |
| 5Y | -65.2% | +62.3% | -127.5% | -71.3% |
| All | +63.7% | +81.8% | -18.1% | +17.6% |
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