+314.5%
ELF vs FHN
+114.2%
+200.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.5% |
| 7D | -2.7% | -2.3% | -0.5% | -2.0% |
| 30D | +6.9% | -0.9% | +7.8% | +7.2% |
| 3M | +27.2% | -11.0% | +38.2% | +31.7% |
| 6M | +84.9% | -5.4% | +90.3% | +87.5% |
| YTD | +44.5% | -1.2% | +45.6% | +44.2% |
| 1Y | -6.8% | +10.5% | -17.3% | -10.2% |
| 3Y | +14.2% | +115.1% | -100.9% | -12.0% |
| 5Y | +250.6% | +58.1% | +192.5% | +177.6% |
| 10Y | +318.0% | +114.9% | +203.1% | +192.1% |
| All | +314.5% | +114.2% | +200.4% | +190.1% |
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