+83.5%
FHN vs ESTC
+28.9%
+54.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.7% | +1.5% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | +1.9% | -8.1% | +10.1% | +2.9% |
| 3M | -6.9% | +20.2% | -27.1% | -9.8% |
| 6M | -3.1% | +72.7% | -75.8% | -11.1% |
| YTD | +0.6% | +19.6% | -19.1% | -3.7% |
| 1Y | +12.4% | +0.3% | +12.1% | +10.0% |
| 3Y | +133.7% | +22.8% | +110.9% | +116.4% |
| 5Y | +61.4% | -50.9% | +112.2% | +65.5% |
| All | +83.5% | +28.9% | +54.5% | +29.2% |
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