+107.8%
FHN vs EXPD
+304.0%
-196.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.6% |
| 7D | -1.0% | -7.2% | +6.2% | +2.2% |
| 30D | +0.2% | -3.3% | +3.5% | +1.5% |
| 3M | -9.0% | +3.4% | -12.4% | -10.6% |
| 6M | -6.8% | +22.7% | -29.5% | -15.3% |
| YTD | -1.5% | +24.5% | -26.0% | -12.3% |
| 1Y | +10.9% | +38.6% | -27.7% | -6.1% |
| 3Y | +119.4% | +71.5% | +47.9% | +63.8% |
| 5Y | +57.5% | +56.2% | +1.3% | +20.4% |
| All | +107.8% | +304.0% | -196.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling