+1,737.2%
EL vs FHN
+319.1%
+1,418.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +7.6% | +0.9% | +6.7% | +7.5% |
| 30D | +15.7% | +2.1% | +13.6% | +15.2% |
| 3M | +30.5% | -6.0% | +36.5% | +32.1% |
| 6M | +32.5% | -2.9% | +35.5% | +33.1% |
| YTD | +9.4% | +0.7% | +8.7% | +8.8% |
| 1Y | +28.4% | +11.0% | +17.3% | +24.8% |
| 3Y | +4.4% | +130.3% | -125.8% | -14.3% |
| 5Y | -64.5% | +61.3% | -125.8% | -69.7% |
| 10Y | +64.9% | +89.6% | -24.7% | +27.0% |
| All | +1,737.2% | +319.1% | +1,418.1% | +810.2% |
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