+81.4%
FHN vs EXEL
+320.7%
-239.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +2.1% | -0.8% | +2.9% | +2.3% |
| 30D | +3.8% | +13.1% | -9.3% | +1.4% |
| 3M | -8.9% | +36.3% | -45.3% | -14.1% |
| 6M | +1.8% | +34.5% | -32.7% | -4.0% |
| YTD | +0.6% | +57.4% | -56.8% | -8.3% |
| 1Y | +12.9% | +62.9% | -50.0% | +2.2% |
| 3Y | +126.4% | +229.5% | -103.1% | +74.8% |
| 5Y | +62.3% | +281.2% | -218.9% | +19.1% |
| All | +81.4% | +320.7% | -239.3% | +26.0% |
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