+1,687.3%
FHN vs EXPD
+30,870.6%
-29,183.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.8% | -1.3% |
| 7D | -2.3% | -4.8% | +2.5% | -0.9% |
| 30D | -0.9% | -1.5% | +0.6% | -0.6% |
| 3M | -11.0% | +4.1% | -15.2% | -12.2% |
| 6M | -5.4% | +24.0% | -29.4% | -11.6% |
| YTD | -1.2% | +27.4% | -28.6% | -9.0% |
| 1Y | +10.5% | +38.4% | -27.9% | -0.8% |
| 3Y | +115.1% | +73.2% | +41.9% | +78.6% |
| 5Y | +58.1% | +59.9% | -1.8% | +31.8% |
| 10Y | +114.9% | +319.9% | -205.1% | +35.4% |
| All | +1,687.3% | +30,870.6% | -29,183.2% | +644.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling