+93.1%
ES vs FHN
+90.7%
+2.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +6.7% | +2.0% | +4.7% | +6.4% |
| 3M | +0.3% | -6.8% | +7.2% | +1.2% |
| 6M | +7.4% | -0.8% | +8.2% | +7.4% |
| YTD | +8.4% | +0.6% | +7.8% | +8.1% |
| 1Y | +0.6% | +11.5% | -10.9% | -1.0% |
| 3Y | +50.6% | +130.0% | -79.4% | +33.1% |
| 5Y | +4.8% | +60.8% | -56.0% | -5.8% |
| 10Y | +93.1% | +84.0% | +9.1% | +50.3% |
| All | +93.1% | +90.7% | +2.4% | +50.3% |
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