+730.7%
EXPE vs FHN
+2.8%
+727.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.5% | -4.7% |
| 7D | -9.3% | -1.0% | -8.3% | -8.8% |
| 30D | +0.1% | +0.2% | -0.1% | +0.3% |
| 3M | -15.3% | -9.0% | -6.3% | -12.1% |
| 6M | +5.5% | -6.8% | +12.3% | +8.4% |
| YTD | -8.0% | -1.5% | -6.5% | -7.5% |
| 1Y | +18.9% | +10.9% | +7.9% | +14.6% |
| 3Y | +135.5% | +119.4% | +16.2% | +76.3% |
| 5Y | +44.3% | +57.5% | -13.3% | +13.6% |
| 10Y | +117.7% | +114.1% | +3.6% | +45.1% |
| All | +730.7% | +2.8% | +727.9% | +392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling