-33.4%
ELAN vs FHN
+81.0%
-114.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.8% |
| 7D | +0.3% | +2.7% | -2.4% | -0.7% |
| 30D | +8.4% | -3.1% | +11.5% | +9.5% |
| 3M | +1.2% | +2.3% | -1.1% | +0.3% |
| 6M | +2.6% | +9.7% | -7.1% | -0.7% |
| YTD | +5.9% | +4.7% | +1.2% | +4.0% |
| 1Y | +25.8% | +13.8% | +12.1% | +19.2% |
| 3Y | +106.8% | +131.6% | -24.7% | +49.8% |
| 5Y | -29.3% | +91.1% | -120.4% | -49.3% |
| All | -33.4% | +81.0% | -114.4% | -58.9% |
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