+16.2%
EXE vs FHN
+129.2%
-113.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.2% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -2.6% | +1.9% | -4.5% | -3.0% |
| 3M | -6.9% | -6.9% | +0.1% | -5.6% |
| 6M | -9.3% | -3.1% | -6.3% | -9.0% |
| YTD | -20.7% | +0.6% | -21.3% | -21.4% |
| 1Y | -21.8% | +12.4% | -34.2% | -24.6% |
| 3Y | +16.2% | +133.7% | -117.5% | -9.7% |
| All | +16.2% | +129.2% | -113.0% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling