+60.8%
FHN vs EXPD
+62.8%
-2.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.8% |
| 7D | -0.9% | -1.6% | +0.7% | -0.5% |
| 30D | +2.0% | +0.6% | +1.4% | +1.8% |
| 3M | -6.8% | +9.8% | -16.6% | -9.1% |
| 6M | -0.8% | +25.8% | -26.5% | -6.6% |
| YTD | +0.6% | +31.3% | -30.7% | -6.8% |
| 1Y | +11.5% | +40.9% | -29.4% | +1.4% |
| 3Y | +130.0% | +74.7% | +55.3% | +95.9% |
| 5Y | +60.8% | +62.9% | -2.1% | +41.3% |
| All | +60.8% | +62.8% | -2.0% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling