+98.0%
ENB vs FHN
+127.8%
-29.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.3% | 0.0% | -0.4% | -0.3% |
| 30D | -1.1% | -2.6% | +1.5% | -0.5% |
| 3M | -8.5% | 0.0% | -8.5% | -8.6% |
| 6M | -4.5% | +9.2% | -13.8% | -6.7% |
| YTD | +9.1% | +4.3% | +4.7% | +7.4% |
| 1Y | +8.0% | +10.8% | -2.8% | +4.5% |
| 3Y | +77.8% | +130.7% | -52.9% | +39.6% |
| 5Y | +69.4% | +87.4% | -18.0% | +30.6% |
| All | +98.0% | +127.8% | -29.8% | +25.2% |
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