-31.3%
ELAN vs FHN
+89.3%
-120.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.7% | -3.2% |
| 7D | -6.4% | -0.8% | -5.6% | -6.2% |
| 30D | +0.6% | -2.6% | +3.2% | +1.3% |
| 3M | 0.0% | +0.8% | -0.9% | -0.4% |
| 6M | -3.4% | +9.2% | -12.6% | -5.9% |
| YTD | +1.0% | +5.1% | -4.1% | -0.7% |
| 1Y | +24.7% | +12.2% | +12.5% | +19.7% |
| 3Y | +97.2% | +132.4% | -35.2% | +52.6% |
| All | -31.3% | +89.3% | -120.7% | -46.2% |
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 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