+83.5%
ES vs FHN
+131.7%
-48.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.3% | +1.2% | -0.9% | +0.2% |
| 30D | -2.0% | -4.7% | +2.7% | -1.4% |
| 3M | +1.7% | +3.5% | -1.9% | +1.2% |
| 6M | -3.5% | +7.8% | -11.4% | -4.5% |
| YTD | +7.9% | +5.9% | +2.0% | +7.0% |
| 1Y | +17.2% | +12.5% | +4.7% | +15.0% |
| 3Y | +29.3% | +117.2% | -87.9% | +15.4% |
| 5Y | -5.7% | +86.5% | -92.3% | -16.9% |
| All | +83.5% | +131.7% | -48.2% | +42.1% |
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