+31.4%
ELV vs FHN
+10.6%
+20.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.2% |
| 3M | -6.1% | 0.0% | -6.1% | -5.8% |
| 6M | +42.8% | +9.2% | +33.6% | +41.8% |
| YTD | +14.4% | +4.3% | +10.0% | +14.2% |
| All | +31.4% | +10.6% | +20.8% | +32.7% |
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