+126.6%
FHN vs EXR
+147.0%
-20.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.7% | -0.7% | +3.3% | +2.9% |
| 30D | -3.1% | -6.9% | +3.8% | -1.2% |
| 3M | +2.3% | -3.0% | +5.3% | +3.1% |
| 6M | +9.7% | -2.9% | +12.7% | +10.5% |
| YTD | +4.7% | +9.3% | -4.5% | +2.0% |
| 1Y | +13.8% | -0.9% | +14.7% | +13.4% |
| 3Y | +131.6% | +24.7% | +106.9% | +113.2% |
| 5Y | +91.1% | -11.7% | +102.8% | +86.6% |
| 10Y | +126.6% | +148.4% | -21.7% | +64.9% |
| All | +126.6% | +147.0% | -20.4% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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