+19.8%
XBI vs FHN
+87.6%
-67.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -4.6% | -0.8% | -3.8% | -4.4% |
| 30D | -0.8% | -2.6% | +1.8% | -0.3% |
| 3M | +21.8% | +0.8% | +21.0% | +21.4% |
| 6M | +23.2% | +9.2% | +14.0% | +20.7% |
| YTD | +28.7% | +5.1% | +23.6% | +27.0% |
| 1Y | +67.8% | +12.2% | +55.6% | +62.8% |
| 3Y | +100.6% | +132.4% | -31.8% | +71.4% |
| 5Y | +19.8% | +91.1% | -71.3% | -0.1% |
| All | +19.8% | +87.6% | -67.8% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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