+183.8%
EXC vs FHN
+106.3%
+77.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | -0.3% |
| 7D | -1.7% | -0.5% | -1.3% | -1.6% |
| 30D | +9.3% | +1.9% | +7.4% | +8.9% |
| 3M | +1.0% | -6.9% | +8.0% | +2.3% |
| 6M | +5.9% | -3.1% | +9.0% | +6.4% |
| YTD | +7.6% | +0.6% | +7.0% | +7.1% |
| 1Y | +2.4% | +12.4% | -9.9% | -0.3% |
| 3Y | +30.2% | +133.7% | -103.5% | +6.2% |
| 5Y | +41.4% | +61.4% | -20.0% | +17.9% |
| 10Y | +183.8% | +97.9% | +85.9% | +113.2% |
| All | +183.8% | +106.3% | +77.5% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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