+136.7%
FHN vs EXEL
+164.9%
-28.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.2% | +8.4% | -7.2% | +0.1% |
| 30D | -4.7% | +4.1% | -8.8% | -5.3% |
| 3M | +3.5% | +12.4% | -8.9% | +1.7% |
| 6M | +7.8% | +41.5% | -33.7% | +2.2% |
| YTD | +5.9% | +34.6% | -28.8% | +0.9% |
| 1Y | +12.5% | +57.9% | -45.4% | +4.1% |
| All | +136.7% | +164.9% | -28.2% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling