+11,329.0%
ENB vs FHN
+1,718.9%
+9,610.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | +1.4% | +2.8% | -1.4% | +0.9% |
| 3M | -5.2% | -8.9% | +3.7% | -3.8% |
| 6M | -9.9% | -0.7% | -9.2% | -10.0% |
| YTD | +4.7% | +0.1% | +4.6% | +4.2% |
| 1Y | +2.8% | +10.4% | -7.6% | +0.6% |
| 3Y | +71.3% | +128.8% | -57.5% | +46.2% |
| 5Y | +58.6% | +61.5% | -2.9% | +38.6% |
| 10Y | +108.5% | +83.0% | +25.4% | +69.8% |
| All | +11,329.0% | +1,718.9% | +9,610.1% | +7,876.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling