-20.4%
ELF vs FHN
+132.7%
-153.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +5.4% | +1.2% | +4.2% | +4.8% |
| 30D | +27.0% | -4.7% | +31.7% | +29.1% |
| 3M | +113.2% | +3.5% | +109.7% | +109.2% |
| 6M | +36.6% | +7.8% | +28.8% | +31.7% |
| YTD | +44.2% | +5.9% | +38.3% | +39.8% |
| 1Y | -18.0% | +12.5% | -30.5% | -22.5% |
| All | -20.4% | +132.7% | -153.2% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling