+89.6%
FHN vs EXEL
+363.4%
-273.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +0.9% | -2.4% | +3.3% | +1.3% |
| 30D | +2.1% | +17.9% | -15.8% | -1.0% |
| 3M | -6.0% | +33.3% | -39.2% | -11.0% |
| 6M | -2.9% | +46.6% | -49.5% | -10.0% |
| YTD | +0.7% | +61.0% | -60.3% | -8.6% |
| 1Y | +11.0% | +70.4% | -59.4% | -0.5% |
| 3Y | +130.3% | +236.1% | -105.8% | +77.0% |
| 5Y | +61.3% | +284.8% | -223.6% | +18.1% |
| 10Y | +89.6% | +348.4% | -258.8% | +29.5% |
| All | +89.6% | +363.4% | -273.8% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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