+271.8%
ELV vs FHN
+129.4%
+142.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.2% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | +7.2% | -2.6% | +9.8% | +7.8% |
| 3M | +3.4% | +0.8% | +2.6% | +3.2% |
| 6M | +48.6% | +9.2% | +39.4% | +45.6% |
| YTD | +20.6% | +5.1% | +15.5% | +18.9% |
| 1Y | +38.5% | +12.2% | +26.3% | +34.2% |
| 3Y | -2.4% | +132.4% | -134.8% | -22.7% |
| 5Y | +25.3% | +91.1% | -65.7% | -3.0% |
| All | +271.8% | +129.4% | +142.4% | +138.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling