-67.4%
EL vs FHN
+88.9%
-156.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | +1.7% | +2.7% | -1.0% | +1.0% |
| 30D | +15.5% | -3.1% | +18.6% | +16.2% |
| 3M | +20.6% | +2.3% | +18.2% | +19.5% |
| 6M | +10.5% | +9.7% | +0.7% | +7.6% |
| YTD | -1.9% | +4.7% | -6.6% | -3.5% |
| 1Y | +16.1% | +13.8% | +2.3% | +11.6% |
| 3Y | -30.2% | +131.6% | -161.8% | -42.6% |
| 5Y | -67.4% | +91.1% | -158.5% | -73.7% |
| All | -67.4% | +88.9% | -156.3% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling