+104.9%
EXE vs FHN
+86.3%
+18.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.4% |
| YTD | -10.9% | +4.3% | -15.3% | -12.2% |
| 1Y | +4.3% | +10.8% | -6.5% | +1.2% |
| 3Y | +18.8% | +130.7% | -111.9% | -3.3% |
| All | +104.9% | +86.3% | +18.6% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling