+77.9%
ESI vs FHN
+90.8%
-12.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.9% |
| 7D | +5.4% | +2.7% | +2.7% | +4.5% |
| 30D | -4.2% | -3.1% | -1.1% | -3.2% |
| 3M | -9.6% | +2.3% | -12.0% | -10.3% |
| 6M | +18.3% | +9.7% | +8.6% | +14.8% |
| YTD | +45.8% | +4.7% | +41.1% | +43.3% |
| 1Y | +39.2% | +13.8% | +25.4% | +33.0% |
| 3Y | +86.3% | +131.6% | -45.3% | +48.4% |
| All | +77.9% | +90.8% | -12.9% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling