+1,814.8%
FHN vs EXPD
+30,859.1%
-29,044.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +1.2% | -1.1% | +2.3% | +1.5% |
| 30D | -4.7% | +4.1% | -8.8% | -5.9% |
| 3M | +3.5% | +17.9% | -14.4% | -1.6% |
| 6M | +7.8% | +29.2% | -21.4% | -0.6% |
| YTD | +5.9% | +27.4% | -21.5% | -2.4% |
| 1Y | +12.5% | +56.8% | -44.4% | -3.0% |
| 3Y | +117.2% | +68.0% | +49.2% | +82.1% |
| 5Y | +86.5% | +61.9% | +24.7% | +54.8% |
| 10Y | +125.7% | +316.0% | -190.3% | +42.8% |
| All | +1,814.8% | +30,859.1% | -29,044.3% | +698.9% |
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 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