+2,451.3%
EXC vs FHN
+1,690.1%
+761.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -1.2% | -1.0% | -0.2% | -1.0% |
| 30D | +10.0% | +0.2% | +9.7% | +9.9% |
| 3M | +1.6% | -9.0% | +10.6% | +3.2% |
| 6M | +3.3% | -6.8% | +10.1% | +4.4% |
| YTD | +7.6% | -1.5% | +9.1% | +7.5% |
| 1Y | +3.5% | +10.9% | -7.5% | +1.3% |
| 3Y | +27.7% | +119.4% | -91.7% | +9.1% |
| 5Y | +41.1% | +57.5% | -16.4% | +22.7% |
| 10Y | +178.2% | +114.1% | +64.1% | +116.1% |
| All | +2,451.3% | +1,690.1% | +761.2% | +1,278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling