+12.5%
FHN vs ESTC
+7.3%
+5.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.1% |
| 7D | +1.2% | -8.1% | +9.3% | +1.5% |
| 30D | -4.7% | +31.7% | -36.4% | -6.0% |
| 3M | +3.5% | +41.1% | -37.5% | +1.9% |
| 6M | +7.8% | +77.1% | -69.3% | +4.4% |
| YTD | +5.9% | +21.7% | -15.8% | +4.3% |
| 1Y | +12.5% | +8.4% | +4.1% | +11.4% |
| All | +12.5% | +7.3% | +5.2% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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