+87.4%
FHN vs XPO
+262.4%
-175.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.3% |
| 7D | 0.0% | -0.9% | +1.0% | +0.2% |
| 30D | -2.6% | -8.1% | +5.5% | -0.9% |
| 3M | 0.0% | -19.0% | +19.1% | +4.4% |
| 6M | +9.2% | -5.2% | +14.4% | +9.8% |
| YTD | +4.3% | +35.6% | -31.2% | -3.3% |
| 1Y | +10.8% | +41.1% | -30.3% | +1.3% |
| 3Y | +130.7% | +157.9% | -27.2% | +90.4% |
| 5Y | +87.4% | +265.6% | -178.3% | +50.3% |
| All | +87.4% | +262.4% | -175.1% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling