+5.9%
EXC vs FHN
+13.8%
-7.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | +1.2% | +2.7% | -1.4% | +1.3% |
| 30D | -2.7% | -3.1% | +0.4% | -2.8% |
| 3M | -1.0% | +2.3% | -3.3% | -0.6% |
| 6M | -9.3% | +9.7% | -19.0% | -8.3% |
| YTD | +3.6% | +4.7% | -1.1% | +4.1% |
| 1Y | +5.9% | +13.8% | -7.8% | +6.6% |
| All | +5.9% | +13.8% | -7.9% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling