+126.4%
FHN vs EXPD
+75.3%
+51.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +2.1% | +5.5% | -3.4% | +0.4% |
| 30D | +3.8% | -0.8% | +4.6% | +3.9% |
| 3M | -8.9% | +4.1% | -13.1% | -10.2% |
| 6M | +1.8% | +25.7% | -23.9% | -5.4% |
| YTD | +0.6% | +31.4% | -30.8% | -8.6% |
| 1Y | +12.9% | +42.2% | -29.2% | -0.3% |
| 3Y | +126.4% | +77.2% | +49.2% | +61.3% |
| All | +126.4% | +75.3% | +51.1% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling