+320.7%
ESI vs FHN
+125.8%
+194.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -3.8% | -2.6% | -1.2% | -2.7% |
| 3M | -13.1% | 0.0% | -13.2% | -13.3% |
| 6M | +11.3% | +9.2% | +2.1% | +6.9% |
| YTD | +44.1% | +4.3% | +39.8% | +40.9% |
| 1Y | +40.3% | +10.8% | +29.6% | +33.1% |
| 3Y | +84.1% | +130.7% | -46.7% | +24.0% |
| 5Y | +75.8% | +87.4% | -11.6% | +15.5% |
| 10Y | +320.7% | +126.9% | +193.9% | +119.0% |
| All | +320.7% | +125.8% | +194.9% | +119.0% |
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