+88.1%
FHN vs ESTC
-46.4%
+134.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.4% |
| 7D | +1.2% | -8.1% | +9.3% | +2.0% |
| 30D | -4.7% | +31.7% | -36.4% | -7.6% |
| 3M | +3.5% | +41.1% | -37.5% | -0.5% |
| 6M | +7.8% | +77.1% | -69.3% | +0.7% |
| YTD | +5.9% | +21.7% | -15.8% | +2.6% |
| 1Y | +12.5% | +8.4% | +4.1% | +9.9% |
| 3Y | +117.2% | +23.6% | +93.6% | +108.2% |
| All | +88.1% | -46.4% | +134.5% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling