+12.5%
FHN vs XPO
+53.4%
-40.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.1% |
| 7D | +1.2% | +2.4% | -1.2% | +0.6% |
| 30D | -4.7% | -3.5% | -1.2% | -3.9% |
| 3M | +3.5% | -11.9% | +15.5% | +6.4% |
| 6M | +7.8% | -10.0% | +17.8% | +9.4% |
| YTD | +5.9% | +42.1% | -36.2% | -4.2% |
| 1Y | +12.5% | +47.6% | -35.1% | +1.7% |
| All | +12.5% | +53.4% | -40.9% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling