+79.7%
FHN vs ESTC
+23.0%
+56.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -0.6% |
| 7D | -1.0% | -11.5% | +10.5% | +0.5% |
| 30D | +0.2% | -7.5% | +7.8% | +1.1% |
| 3M | -9.0% | +23.1% | -32.0% | -12.2% |
| 6M | -6.8% | +75.3% | -82.1% | -14.7% |
| YTD | -1.5% | +14.1% | -15.6% | -5.1% |
| 1Y | +10.9% | -0.6% | +11.5% | +8.7% |
| 3Y | +119.4% | +20.8% | +98.6% | +103.6% |
| 5Y | +57.5% | -48.8% | +106.3% | +59.6% |
| All | +79.7% | +23.0% | +56.7% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling