+224.6%
ESI vs FHN
+237.0%
-12.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +3.3% | +1.2% | +2.1% | +2.7% |
| 30D | -5.9% | -4.7% | -1.2% | -3.7% |
| 3M | -14.1% | +3.5% | -17.6% | -15.6% |
| 6M | +6.6% | +7.8% | -1.2% | +2.7% |
| YTD | +45.0% | +5.9% | +39.1% | +40.5% |
| 1Y | +41.5% | +12.5% | +29.0% | +32.4% |
| 3Y | +78.8% | +117.2% | -38.4% | +18.7% |
| 5Y | +70.9% | +86.5% | -15.7% | +7.4% |
| 10Y | +317.1% | +125.7% | +191.3% | +100.2% |
| All | +224.6% | +237.0% | -12.4% | +37.1% |
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