+153.1%
EXPE vs FHN
+126.5%
+26.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.1% | -6.8% | -7.4% |
| 7D | -9.8% | +2.7% | -12.4% | -10.8% |
| 30D | -11.5% | -3.1% | -8.4% | -10.2% |
| 3M | +21.7% | +2.3% | +19.4% | +20.5% |
| 6M | +10.4% | +9.7% | +0.6% | +5.6% |
| YTD | -2.5% | +4.7% | -7.3% | -5.1% |
| 1Y | +27.3% | +13.8% | +13.6% | +19.3% |
| 3Y | +153.5% | +131.6% | +21.9% | +70.6% |
| 5Y | +91.1% | +91.1% | -0.1% | +25.5% |
| 10Y | +153.1% | +126.6% | +26.5% | +37.2% |
| All | +153.1% | +126.5% | +26.6% | +37.2% |
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