+95.7%
ES vs FHN
+80.9%
+14.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -1.1% | +1.3% | -2.3% | -1.2% |
| 30D | +8.2% | +2.8% | +5.4% | +7.8% |
| 3M | +0.6% | -8.9% | +9.5% | +1.7% |
| 6M | +6.0% | -0.7% | +6.7% | +6.0% |
| YTD | +9.3% | +0.1% | +9.3% | +9.1% |
| 1Y | +1.1% | +10.4% | -9.3% | -0.4% |
| 3Y | +51.9% | +128.8% | -76.9% | +34.4% |
| 5Y | +6.5% | +61.5% | -55.0% | -4.4% |
| All | +95.7% | +80.9% | +14.8% | +51.6% |
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