+173.0%
FHN vs EXEL
+346.4%
-173.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | -6.0% | +33.3% | -39.2% | -10.1% |
| 6M | -2.9% | +46.6% | -49.5% | -8.8% |
| YTD | +0.7% | +61.0% | -60.3% | -7.0% |
| 1Y | +11.0% | +70.4% | -59.4% | +1.5% |
| 3Y | +130.3% | +236.1% | -105.8% | +86.6% |
| 5Y | +61.3% | +284.8% | -223.6% | +26.0% |
| 10Y | +89.6% | +348.4% | -258.8% | +35.8% |
| All | +173.0% | +346.4% | -173.3% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling