+174.8%
EXE vs FHN
+88.7%
+86.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.7% | 0.0% | -2.8% | -2.7% |
| 30D | -0.4% | -2.6% | +2.2% | +0.1% |
| 3M | +9.5% | 0.0% | +9.5% | +9.3% |
| 6M | -9.3% | +9.2% | -18.6% | -11.6% |
| YTD | -10.9% | +4.3% | -15.3% | -12.3% |
| 1Y | +4.3% | +10.8% | -6.5% | +0.9% |
| 3Y | +18.8% | +130.7% | -111.9% | -5.0% |
| 5Y | +101.4% | +87.4% | +14.0% | +55.1% |
| All | +174.8% | +88.7% | +86.1% | +108.3% |
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