+118.5%
EXPE vs FHN
+106.3%
+12.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -1.0% |
| 7D | -13.3% | -0.5% | -12.9% | -12.9% |
| 30D | -5.5% | +1.9% | -7.4% | -6.1% |
| 3M | -16.5% | -6.9% | -9.5% | -13.4% |
| 6M | +13.1% | -3.1% | +16.2% | +15.1% |
| YTD | -8.0% | +0.6% | -8.6% | -8.5% |
| 1Y | +1.1% | +12.4% | -11.3% | -4.2% |
| 3Y | +131.2% | +133.7% | -2.6% | +55.0% |
| 5Y | +39.8% | +61.4% | -21.6% | +0.2% |
| 10Y | +118.5% | +97.9% | +20.6% | +26.5% |
| All | +118.5% | +106.3% | +12.2% | +26.5% |
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