+61.4%
FHN vs EXEL
+285.1%
-223.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.7% |
| 7D | -0.5% | +2.3% | -2.8% | -0.8% |
| 30D | +1.9% | +19.8% | -17.9% | -0.6% |
| 3M | -6.9% | +32.7% | -39.6% | -10.6% |
| 6M | -3.1% | +49.0% | -52.0% | -8.6% |
| YTD | +0.6% | +63.7% | -63.1% | -6.8% |
| 1Y | +12.4% | +75.8% | -63.4% | +2.9% |
| 3Y | +133.7% | +241.3% | -107.6% | +91.3% |
| 5Y | +61.4% | +289.0% | -227.7% | +28.2% |
| All | +61.4% | +285.1% | -223.7% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling