+132.5%
FHN vs XPO
+161.8%
-29.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +2.7% | +2.7% | 0.0% | +1.8% |
| 30D | -3.1% | -6.2% | +3.1% | -1.4% |
| 3M | +2.3% | -15.4% | +17.7% | +7.0% |
| 6M | +9.7% | +0.7% | +9.0% | +8.4% |
| YTD | +4.7% | +39.8% | -35.1% | -7.0% |
| 1Y | +13.8% | +43.3% | -29.6% | -0.4% |
| All | +132.5% | +161.8% | -29.3% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling