+187.0%
FHN vs EXEL
+273.2%
-86.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.2% | +8.4% | -7.2% | -0.1% |
| 30D | -4.7% | +4.1% | -8.8% | -5.4% |
| 3M | +3.5% | +12.4% | -8.9% | +1.5% |
| 6M | +7.8% | +41.5% | -33.7% | +1.8% |
| YTD | +5.9% | +34.6% | -28.8% | +0.5% |
| 1Y | +12.5% | +57.9% | -45.4% | +3.8% |
| 3Y | +117.2% | +159.5% | -42.3% | +82.8% |
| 5Y | +86.5% | +198.5% | -111.9% | +51.2% |
| 10Y | +125.7% | +411.4% | -285.6% | +57.7% |
| All | +187.0% | +273.2% | -86.1% | +34.3% |
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