+33.5%
ELV vs FHN
+11.9%
+21.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | +1.0% | +2.1% | -1.2% | +0.5% |
| 30D | +0.4% | +3.8% | -3.4% | -0.4% |
| 3M | +8.4% | -8.9% | +17.3% | +10.5% |
| 6M | +8.4% | +1.8% | +6.6% | +8.7% |
| YTD | +24.4% | +0.6% | +23.8% | +24.7% |
| 1Y | +33.5% | +12.9% | +20.6% | +32.1% |
| All | +33.5% | +11.9% | +21.6% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling