-62.1%
XE vs FHN
-3.1%
-58.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | +6.2% | +2.1% | +4.1% | +6.3% |
| 30D | -4.8% | +3.8% | -8.6% | -4.3% |
| 3M | -51.3% | -8.9% | -42.3% | -51.7% |
| 6M | -64.2% | +1.8% | -66.1% | -68.4% |
| All | -62.1% | -3.1% | -58.9% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling