+130.4%
EXPE vs FHN
+80.9%
+49.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.2% | +1.3% | -5.4% | -4.8% |
| 30D | -4.5% | +2.8% | -7.3% | -5.5% |
| 3M | -19.7% | -8.9% | -10.8% | -15.9% |
| 6M | +18.3% | -0.7% | +19.0% | +19.0% |
| YTD | -7.3% | +0.1% | -7.4% | -7.6% |
| 1Y | -3.9% | +10.4% | -14.3% | -8.3% |
| 3Y | +123.0% | +128.8% | -5.8% | +50.6% |
| 5Y | +47.9% | +61.5% | -13.5% | +5.8% |
| All | +130.4% | +80.9% | +49.5% | +24.9% |
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