+58.6%
ELF vs FHN
+11.9%
+46.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | +1.6% | +2.1% | -0.5% | +1.0% |
| 30D | +9.1% | +3.8% | +5.3% | +7.9% |
| 3M | +28.2% | -8.9% | +37.1% | +32.0% |
| 6M | +119.5% | +1.8% | +117.7% | +112.8% |
| YTD | +55.2% | +0.6% | +54.6% | +51.1% |
| 1Y | +58.6% | +12.9% | +45.7% | +45.5% |
| All | +58.6% | +11.9% | +46.7% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling