+1,235.9%
ES vs FHN
+1,690.1%
-454.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.8% |
| 7D | +1.9% | -1.0% | +2.9% | +2.0% |
| 30D | +7.1% | +0.2% | +6.8% | +7.0% |
| 3M | -1.9% | -9.0% | +7.0% | -0.8% |
| 6M | +4.4% | -6.8% | +11.2% | +5.2% |
| YTD | +7.3% | -1.5% | +8.8% | +7.3% |
| 1Y | +2.1% | +10.9% | -8.8% | +0.5% |
| 3Y | +41.8% | +119.4% | -77.5% | +26.3% |
| 5Y | +1.4% | +57.5% | -56.1% | -8.3% |
| 10Y | +86.8% | +114.1% | -27.4% | +53.3% |
| All | +1,235.9% | +1,690.1% | -454.2% | +657.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling