+855.0%
EXPE vs FHN
+10.5%
+844.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -9.5% | +1.2% | -10.7% | -9.9% |
| 30D | -6.6% | -4.7% | -1.9% | -5.0% |
| 3M | +31.4% | +3.5% | +27.8% | +29.8% |
| 6M | +35.2% | +7.8% | +27.4% | +31.4% |
| YTD | +5.8% | +5.9% | -0.1% | +3.2% |
| 1Y | +38.7% | +12.5% | +26.2% | +32.3% |
| 3Y | +175.8% | +117.2% | +58.6% | +106.3% |
| 5Y | +111.8% | +86.5% | +25.3% | +56.3% |
| 10Y | +179.7% | +125.7% | +54.0% | +82.0% |
| All | +855.0% | +10.5% | +844.5% | +449.4% |
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