+943.2%
XBI vs FHN
+16.3%
+926.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.9% |
| 7D | -0.9% | +2.7% | -3.6% | -1.5% |
| 30D | +2.9% | -3.1% | +6.0% | +3.6% |
| 3M | +26.2% | +2.3% | +23.9% | +25.2% |
| 6M | +30.7% | +9.7% | +21.0% | +27.6% |
| YTD | +32.9% | +4.7% | +28.2% | +31.0% |
| 1Y | +72.3% | +13.8% | +58.5% | +65.8% |
| 3Y | +107.2% | +131.6% | -24.4% | +66.2% |
| 5Y | +23.2% | +91.1% | -68.0% | -1.8% |
| 10Y | +158.5% | +126.6% | +31.9% | +84.6% |
| All | +943.2% | +16.3% | +926.9% | +671.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling