+172.7%
FHN vs EXEL
+347.1%
-174.4%
-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% | -0.3% | -0.2% |
| 7D | -0.9% | -2.8% | +1.9% | -0.5% |
| 30D | +2.0% | +18.2% | -16.1% | -0.6% |
| 3M | -6.8% | +37.7% | -44.6% | -11.4% |
| 6M | -0.8% | +42.2% | -43.0% | -6.3% |
| YTD | +0.6% | +61.3% | -60.7% | -7.2% |
| 1Y | +11.5% | +64.5% | -53.0% | +2.5% |
| 3Y | +130.0% | +236.7% | -106.7% | +86.3% |
| 5Y | +60.8% | +296.3% | -235.5% | +25.1% |
| 10Y | +84.0% | +331.1% | -247.1% | +32.5% |
| All | +172.7% | +347.1% | -174.4% | +24.0% |
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 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