+84.2%
ES vs FHN
+126.5%
-42.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +1.4% | +2.7% | -1.3% | +1.1% |
| 30D | -1.2% | -3.1% | +1.9% | -0.8% |
| 3M | +5.0% | +2.3% | +2.6% | +4.7% |
| 6M | -2.8% | +9.7% | -12.6% | -3.9% |
| YTD | +8.6% | +4.7% | +3.8% | +7.8% |
| 1Y | +18.9% | +13.8% | +5.2% | +16.6% |
| 3Y | +32.1% | +131.6% | -99.4% | +17.1% |
| 5Y | -5.1% | +91.1% | -96.2% | -16.6% |
| 10Y | +84.2% | +126.6% | -42.5% | +42.8% |
| All | +84.2% | +126.5% | -42.3% | +42.8% |
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