+25.8%
ESI vs FHN
+11.3%
+14.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +8.3% | +1.3% | +7.1% | +7.7% |
| 30D | -10.4% | +2.8% | -13.2% | -11.7% |
| 3M | -13.2% | -8.9% | -4.3% | -8.6% |
| 6M | -23.9% | -0.7% | -23.2% | -24.0% |
| YTD | +34.2% | +0.1% | +34.1% | +27.4% |
| All | +25.8% | +11.3% | +14.5% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling