+125.5%
FHN vs XPO
+1,516.3%
-1,390.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.2% | -5.7% | +4.4% | +0.7% |
| 30D | -4.8% | -12.8% | +8.0% | -0.6% |
| 3M | -0.7% | -20.0% | +19.2% | +6.2% |
| 6M | +10.6% | -6.0% | +16.7% | +11.7% |
| YTD | +4.6% | +34.0% | -29.4% | -6.8% |
| 1Y | +11.4% | +35.6% | -24.2% | -1.9% |
| 3Y | +132.3% | +152.3% | -20.0% | +59.2% |
| 5Y | +90.2% | +264.4% | -174.2% | +6.6% |
| All | +125.5% | +1,516.3% | -1,390.8% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling