+1,582.2%
EL vs FHN
+340.7%
+1,241.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | +19.8% | -4.7% | +24.5% | +21.0% |
| 3M | +25.7% | +3.5% | +22.2% | +24.5% |
| 6M | +5.4% | +7.8% | -2.4% | +3.5% |
| YTD | +0.2% | +5.9% | -5.7% | -1.4% |
| 1Y | +20.4% | +12.5% | +8.0% | +16.6% |
| 3Y | -32.1% | +117.2% | -149.3% | -43.6% |
| 5Y | -67.2% | +86.5% | -153.7% | -72.9% |
| 10Y | +31.7% | +125.7% | -94.0% | -2.3% |
| All | +1,582.2% | +340.7% | +1,241.6% | +724.7% |
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 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