+207.0%
ESI vs FHN
+220.2%
-13.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +1.8% | -0.9% | +2.7% | +2.4% |
| 30D | -6.6% | +2.0% | -8.6% | -7.6% |
| 3M | -9.4% | -6.8% | -2.5% | -6.4% |
| 6M | -24.1% | -0.8% | -23.4% | -24.1% |
| YTD | +37.1% | +0.6% | +36.5% | +35.9% |
| 1Y | +24.5% | +11.5% | +13.0% | +17.4% |
| 3Y | +83.2% | +130.0% | -46.8% | +18.5% |
| 5Y | +44.0% | +60.8% | -16.8% | -1.7% |
| 10Y | +332.8% | +84.0% | +248.9% | +143.1% |
| All | +207.0% | +220.2% | -13.2% | +32.6% |
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