+252.7%
ELV vs FHN
+127.8%
+125.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -0.2% | -2.6% | +2.4% | +0.3% |
| 3M | -6.1% | 0.0% | -6.1% | -6.1% |
| 6M | +42.8% | +9.2% | +33.6% | +39.9% |
| YTD | +14.4% | +4.3% | +10.0% | +13.0% |
| 1Y | +28.6% | +10.8% | +17.9% | +25.0% |
| 3Y | -7.4% | +130.7% | -138.1% | -26.5% |
| 5Y | +14.5% | +87.4% | -72.9% | -10.9% |
| All | +252.7% | +127.8% | +125.0% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling