-18.9%
EXE vs FHN
+14.6%
-33.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -2.9% |
| 7D | -4.7% | +2.3% | -6.9% | -4.6% |
| 30D | +1.0% | +1.6% | -0.6% | +1.1% |
| 3M | -5.6% | -8.4% | +2.8% | -5.7% |
| 6M | -12.3% | -2.3% | -10.0% | -12.6% |
| YTD | -19.5% | +1.5% | -21.0% | -19.3% |
| 1Y | -18.9% | +15.0% | -33.9% | -20.8% |
| All | -18.9% | +14.6% | -33.5% | -20.8% |
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