+3.2%
EL vs FHN
+114.0%
-110.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.4% |
| 7D | +0.8% | -1.0% | +1.7% | +1.1% |
| 30D | +16.5% | +0.2% | +16.3% | +16.4% |
| 3M | +29.2% | -9.0% | +38.2% | +33.2% |
| 6M | +27.9% | -6.8% | +34.7% | +30.5% |
| YTD | +6.2% | -1.5% | +7.7% | +5.6% |
| 1Y | +27.2% | +10.9% | +16.2% | +20.5% |
| 3Y | +3.2% | +119.4% | -116.2% | -31.5% |
| All | +3.2% | +114.0% | -110.8% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling