+313.8%
ELF vs FHN
+129.4%
+184.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +5.4% | +1.2% | +4.2% | +4.9% |
| 30D | +27.0% | -4.7% | +31.7% | +28.7% |
| 3M | +113.2% | +3.5% | +109.7% | +110.2% |
| 6M | +36.6% | +7.8% | +28.8% | +32.8% |
| YTD | +44.2% | +5.9% | +38.3% | +40.9% |
| 1Y | -18.0% | +12.5% | -30.5% | -21.6% |
| 3Y | -19.9% | +117.2% | -137.1% | -38.7% |
| 5Y | +257.7% | +86.5% | +171.2% | +166.8% |
| All | +313.8% | +129.4% | +184.4% | +183.4% |
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