+91.1%
FHN vs ESTC
+26.3%
+64.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.6% |
| 7D | +2.7% | -4.3% | +7.0% | +3.2% |
| 30D | -3.1% | +17.7% | -20.8% | -5.6% |
| 3M | +2.3% | +42.3% | -39.9% | -3.1% |
| 6M | +9.7% | +64.6% | -54.8% | +1.3% |
| YTD | +4.7% | +17.2% | -12.5% | +0.9% |
| 1Y | +13.8% | -4.2% | +18.0% | +12.2% |
| 3Y | +131.6% | +13.5% | +118.0% | +116.8% |
| 5Y | +91.1% | -45.5% | +136.7% | +91.8% |
| All | +91.1% | +26.3% | +64.7% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling