+52.8%
ES vs FHN
+131.2%
-78.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.5% |
| 3M | +0.3% | -6.8% | +7.2% | +1.0% |
| 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% | -0.7% |
| All | +52.8% | +131.2% | -78.4% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling