+347.2%
ELF vs FHN
+118.2%
+229.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.3% | +0.9% | +5.4% | +6.0% |
| 30D | +8.5% | +2.1% | +6.4% | +7.8% |
| 3M | +24.4% | -6.0% | +30.4% | +26.6% |
| 6M | +94.7% | -2.9% | +97.7% | +95.9% |
| YTD | +55.9% | +0.7% | +55.1% | +54.6% |
| 1Y | +48.4% | +11.0% | +37.4% | +42.6% |
| 3Y | +24.6% | +130.3% | -105.6% | -6.0% |
| 5Y | +285.0% | +61.3% | +223.7% | +202.9% |
| 10Y | +357.2% | +89.6% | +267.6% | +216.2% |
| All | +347.2% | +118.2% | +229.0% | +211.0% |
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